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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
A modified static hedging method for continuous barrier options [0.03%]
San-Lin Chung; Pai-Ta Shih; Wei-Che Tsai San-Lin Chung; Pai-Ta Shih; Wei-Che Tsai
Journal of futures markets. 2010;30(12):1150-1166. DOI:10.1002/fut.20451 2010
Currency option pricing: Mean reversion and multi-scale stochastic volatility [0.03%]
Hoi Ying Wong; Jing Zhao Hoi Ying Wong; Jing Zhao
Journal of futures markets. 2010;30(10):0-0. DOI:10.1002/fut.20452 2010
Economic determinants of default risks and their impacts on credit derivative pricing [0.03%]
Szu-Lang Liao; Jui-Jane Chang Szu-Lang Liao; Jui-Jane Chang
Journal of futures markets. 2010;30(11):1058-1081. DOI:10.1002/fut.20453 2010
Erratum to "Do Small Traders Contribute to Price Discovery? Evidence from the Hong Kong Hang Seng Index Markets" [0.03%]
Journal of futures markets. 2010;30(4):0-0. DOI:10.1002/fut.20454 2010
A note on the relationship between the variability of the hedge ratio and hedging performance [0.03%]
Donald Lien Donald Lien
Journal of futures markets. 2010;30(11):1100-1104. DOI:10.1002/fut.20455 2010
Optimal approximations of nonlinear payoffs in static replication [0.03%]
Qiang Liu Qiang Liu
Journal of futures markets. 2010;30(11):1082-1099. DOI:10.1002/fut.20456 2010
Asymmetric pricing of implied systematic volatility in the cross-section of expected returns [0.03%]
R. Jared Delisle; James S. Doran; David R. Peterson R. Jared Delisle; James S. Doran; David R. Peterson
Journal of futures markets. 2011;31(1):34-54. DOI:10.1002/fut.20457 2011
A new simple square root option pricing model [0.03%]
António Câmara; Yaw-huei Wang António Câmara; Yaw-huei Wang
Journal of futures markets. 2010;30(11):1007-1025. DOI:10.1002/fut.20458 2010
Return distributions and volatility forecasting in metal futures markets: Evidence from gold, silver, and copper [0.03%]
Ahmed A. A. Khalifa; Hong Miao; Sanjay Ramchander Ahmed A. A. Khalifa; Hong Miao; Sanjay Ramchander
Journal of futures markets. 2011;31(1):55-80. DOI:10.1002/fut.20459 2011
Do individual index futures investors destabilize the underlying spot market? [0.03%]
Martin T. Bohl; Christian A. Salm; Bernd Wilfling Martin T. Bohl; Christian A. Salm; Bernd Wilfling
Journal of futures markets. 2011;31(1):81-101. DOI:10.1002/fut.20460 2011