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Risk Management of Nonstandard Basket Options with Different Underlying Assets
- Pages: 299-326
- First Published: 07 February 2012
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Dynamic Dependence Between Liquidity and the S&P 500 Index Futures-Cash Basis
- Pages: 327-342
- First Published: 27 April 2012
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A Markowitz Optimization of Commodity Futures Portfolios
- Pages: 343-368
- First Published: 27 March 2012
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A Forward Monte Carlo Method for American Options Pricing
- Pages: 369-395
- First Published: 07 February 2012