Next Article in Journal
Multiperiod Hedging using Futures: Mean Reversion and the Optimal Hedging Path
Previous Article in Journal
Use of Bayesian Estimates to determine the Volatility Parameter Input in the Black-Scholes and Binomial Option Pricing Models
Article Menu

Article Versions

Export Article

J. Risk Financial Manag. 2011, 4(1), 97-132; doi:10.3390/jrfm4010097
Open AccessArticle

Notes on Article Versions

Action Date Notes Link
article pdf uploaded. 28 August 2013 18:25 CEST Version of Record http://www.mdpi.com/1911-8074/4/1/97/pdf
J. Risk Financial Manag. EISSN 1911-8074 Published by MDPI AG, Basel, Switzerland RSS E-Mail Table of Contents Alert
Back to Top