Review of Derivatives Research

Hedging Long-Term Forwards with Short-Term Futures: A Two-Regime Approach
pp. 185-212(28)
Authors: Bühler Wolfgang; Korn Olaf; Schöbel Rainer

Efficient Calibration of Trinomial Trees for One-Factor Short Rate Models
pp. 213-239(27)
Authors: Leippold Markus; Wiener Zvi

The Unbiasedness Hypothesis in the Freight Forward Market: Evidence from Cointegration Tests
pp. 241-266(26)
Authors: Kavussanos Manolis; Visvikis Ilias; Menachof David