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期刊名：Journal of futures markets

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ISSN：0270-7314

e-ISSN：1096-9934

IF/分区：2.3/Q2

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共收录本刊相关文章索引1893条
Clinical Trial Case Reports Meta-Analysis RCT Review Systematic Review
Classical Article Case Reports Clinical Study Clinical Trial Clinical Trial Protocol Comment Comparative Study Editorial Guideline Letter Meta-Analysis Multicenter Study Observational Study Randomized Controlled Trial Review Systematic Review
Option prices and risk-neutral densities for currency cross rates [0.03%]
Stephen J. Taylor; Yaw-Huei Wang Stephen J. Taylor; Yaw-Huei Wang
Journal of futures markets. 2010;30(4):0-0. DOI:10.1002/fut.20420 2010
Empirical tests of canonical nonparametric American option-pricing methods [0.03%]
Jamie Alcock; Diana Auerswald Jamie Alcock; Diana Auerswald
Journal of futures markets. 2010;30(6):0-0. DOI:10.1002/fut.20421 2010
Option pricing under Markov-switching GARCH processes [0.03%]
Chao-Chun Chen; Ming-Yang Hung Chao-Chun Chen; Ming-Yang Hung
Journal of futures markets. 2010;30(5):0-0. DOI:10.1002/fut.20422 2010
Examination of long-term bond iShare option selling strategies [0.03%]
David P. Simon David P. Simon
Journal of futures markets. 2010;30(5):0-0. DOI:10.1002/fut.20423 2010
The impact of volatility derivatives on S&P500 volatility [0.03%]
Paul Dawson; Sotiris K. Staikouras Paul Dawson; Sotiris K. Staikouras
Journal of futures markets. 2009;29(12):1190-1213. DOI:10.1002/fut.20424 2009
General equilibrium and preference free model for pricing options under transformed gamma distribution [0.03%]
Luiz Vitiello; Ser-Huang Poon Luiz Vitiello; Ser-Huang Poon
Journal of futures markets. 2010;30(5):0-0. DOI:10.1002/fut.20425 2010
Persistence in some energy futures markets [0.03%]
Juncal Cunado; Luis A. Gil-Alana; Fernando Perez de Gracia Juncal Cunado; Luis A. Gil-Alana; Fernando Perez de Gracia
Journal of futures markets. 2010;30(5):0-0. DOI:10.1002/fut.20426 2010
Effects of omitting information variables on optimal hedge ratio estimation: A note [0.03%]
Donald Lien Donald Lien
Journal of futures markets. 2010;30(8):0-0. DOI:10.1002/fut.20427 2010
The impact of off-market trading on liquidity: Evidence from the Australian options market [0.03%]
Andrew Lepone; Jin Young Yang Andrew Lepone; Jin Young Yang
Journal of futures markets. 2010;30(4):0-0. DOI:10.1002/fut.20428 2010
Size clustering in the FTSE100 index futures market [0.03%]
Owain ap Gwilym; Lei Meng Owain ap Gwilym; Lei Meng
Journal of futures markets. 2010;30(5):0-0. DOI:10.1002/fut.20429 2010