Hedging Long-Term Forwards with Short-Term Futures: A Two-Regime Approach Wolfgang BühlerOlaf KornRainer Schöbel OriginalPaper Pages: 185 - 212
Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models Markus LeippoldZvi Wiener OriginalPaper Pages: 213 - 239
The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests Manolis G. KavussanosIlias D. VisvikisDavid Menachof OriginalPaper Pages: 241 - 266