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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
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Accounting for stochastic interest rates, stochastic volatility and a general correlation structure in the valuation of forward starting options [0.03%]
Alexander Van Haastrecht; Antoon Pelsser Alexander Van Haastrecht; Antoon Pelsser
Journal of futures markets. 2011;31(2):103-125. DOI:10.1002/fut.20461 2011
Efficient quadrature and node positioning for exotic option valuation [0.03%]
San-Lin Chung; Kunyi Ko; Mark B. Shackleton; Chung-Ying Yeh San-Lin Chung; Kunyi Ko; Mark B. Shackleton; Chung-Ying Yeh
Journal of futures markets. 2010;30(11):1026-1057. DOI:10.1002/fut.20462 2010
No chills or burns from temperature surprises: An empirical analysis of the weather derivatives market [0.03%]
Ludwig Chincarini Ludwig Chincarini
Journal of futures markets. 2011;31(1):1-33. DOI:10.1002/fut.20463 2011
Systematic sampling of nonlinear models: Evidence on speed of adjustment in index futures markets [0.03%]
Ivan Paya; David A. Peel Ivan Paya; David A. Peel
Journal of futures markets. 2011;31(2):192-203. DOI:10.1002/fut.20464 2011
A Markov regime-switching ARMA approach for hedging stock indices [0.03%]
Chao-Chun Chen; Wen-Jen Tsay Chao-Chun Chen; Wen-Jen Tsay
Journal of futures markets. 2011;31(2):165-191. DOI:10.1002/fut.20465 2011
The performance of VIX option pricing models: Empirical evidence beyond simulation [0.03%]
Zhiguang Wang; Robert T. Daigler Zhiguang Wang; Robert T. Daigler
Journal of futures markets. 2011;31(3):251-281. DOI:10.1002/fut.20466 2011
Demutualization and customer protection at self-regulatory financial exchanges [0.03%]
David Reiffen; Michel Robe David Reiffen; Michel Robe
Journal of futures markets. 2011;31(2):126-164. DOI:10.1002/fut.20467 2011
Pricing real options under the constant elasticity of variance diffusion [0.03%]
José Carlos Dias; João Pedro Vidal Nunes José Carlos Dias; João Pedro Vidal Nunes
Journal of futures markets. 2011;31(3):230-250. DOI:10.1002/fut.20468 2011
Price discovery and investor structure in stock index futures [0.03%]
Martin T. Bohl; Christian A. Salm; Michael Schuppli Martin T. Bohl; Christian A. Salm; Michael Schuppli
Journal of futures markets. 2011;31(3):282-306. DOI:10.1002/fut.20469 2011
Capped equity swaps under the double-jump stochastic volatility model with stochastic interest rates [0.03%]
Jia-Hau Guo Jia-Hau Guo
Journal of futures markets. 2011;31(4):340-370. DOI:10.1002/fut.20470 2011