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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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Oil volatility and the option value of waiting: An analysis of the G-7 [0.03%]
Don Bredin; John Elder; Stilianos Fountas Don Bredin; John Elder; Stilianos Fountas
Journal of futures markets. 2011;31(7):679-702. DOI:10.1002/fut.20492 2011
Time-varying market price of risk in the crude oil futures market [0.03%]
Ramaprasad Bhar; Damien Lee Ramaprasad Bhar; Damien Lee
Journal of futures markets. 2011;31(8):779-807. DOI:10.1002/fut.20493 2011
Open interest, cross listing, and information shocks [0.03%]
Samir Aguenaou; Owain Ap Gwilym; Mark Rhodes Samir Aguenaou; Owain Ap Gwilym; Mark Rhodes
Journal of futures markets. 2011;31(8):755-778. DOI:10.1002/fut.20494 2011
Small traders in currency futures markets [0.03%]
Andreas Röthig; Carl Chiarella Andreas Röthig; Carl Chiarella
Journal of futures markets. 2011;31(9):898-914. DOI:10.1002/fut.20495 2011
American option valuation: Implied calibration of GARCH pricing models [0.03%]
Michael Weber; Marcel Prokopczuk Michael Weber; Marcel Prokopczuk
Journal of futures markets. 2011;31(10):971-994. DOI:10.1002/fut.20496 2011
Numerical pricing of American options under infinite activity Lévy processes [0.03%]
Nisha Rambeerich; Desire Yannick Tangman; Muddun Bhuruth Nisha Rambeerich; Desire Yannick Tangman; Muddun Bhuruth
Journal of futures markets. 2011;31(9):809-829. DOI:10.1002/fut.20497 2011
Optimal partial hedging of options with small transaction costs [0.03%]
A. Elizabeth Whalley A. Elizabeth Whalley
Journal of futures markets. 2011;31(9):855-897. DOI:10.1002/fut.20498 2011
On the calibration of mortality forward curves [0.03%]
Johnny Siu-Hang Li; Andrew Cheuk-Yin Ng; Wai-Sum Chan Johnny Siu-Hang Li; Andrew Cheuk-Yin Ng; Wai-Sum Chan
Journal of futures markets. 2011;31(10):947-970. DOI:10.1002/fut.20500 2011
Dominant markets, staggered openings, and price discovery [0.03%]
Bahram Adrangi; Arjun Chatrath; Rohan A. Christie-David; Kiseop Lee Bahram Adrangi; Arjun Chatrath; Rohan A. Christie-David; Kiseop Lee
Journal of futures markets. 2011;31(10):915-946. DOI:10.1002/fut.20501 2011
Long memory and structural breaks in commodity futures markets [0.03%]
Jerry Coakley; Jian Dollery; Neil Kellard Jerry Coakley; Jian Dollery; Neil Kellard
Journal of futures markets. 2011;31(11):1076-1113. DOI:10.1002/fut.20502 2011