Journal of futures markets文章索引

期刊名：Journal of futures markets

缩写：

ISSN：0270-7314

e-ISSN：1096-9934

IF/分区：2.3/Q2

共收录本刊相关文章索引1893条

The Information Content of Model-Free Implied Volatility [0.03%]

Xin Cheng; Joseph K.W. Fung Xin Cheng; Joseph K.W. Fung

Journal of futures markets. 2012;32(8):0-0. DOI:10.1002/fut.21548 2012

A Forward Monte Carlo Method for American Options Pricing [0.03%]

DANIEL WEI-CHUNG MIAO; YUNG-HSIN LEE DANIEL WEI-CHUNG MIAO; YUNG-HSIN LEE

Journal of futures markets. 2012;aop(aop):0-0. DOI:10.1002/fut.21549 2012

Pricing and Hedging the Smile with SABR: Evidence from the Interest Rate Caps Market [0.03%]

Tao L. Wu Tao L. Wu

Journal of futures markets. 2012;32(8):0-0. DOI:10.1002/fut.21552 2012

Some New Results on When Extra Risk Strictly Increases an Option's Value [0.03%]

James Huang; Deyuan Zhang James Huang; Deyuan Zhang

Journal of futures markets. 2012;aop(aop):0-0. DOI:10.1002/fut.21556 2012

Step-reset options: Design and valuation [0.03%]

L. Paul Hsueh; Y. Angela Liu L. Paul Hsueh; Y. Angela Liu

Journal of futures markets. 2002;22(2):155-0. DOI:10.1002/fut.2212 2002

The relative efficiencies of price execution between the Singapore Exchange and the Taiwan Futures Exchange [0.03%]

Robin K. Chou; Jie-Haun Lee Robin K. Chou; Jie-Haun Lee

Journal of futures markets. 2002;22(2):173-0. DOI:10.1002/fut.2213 2002

The effect of the introduction of Cubes on the Nasdaq-100 index spot-futures pricing relationship [0.03%]

Alexander A. Kurov; Dennis J. Lasser Alexander A. Kurov; Dennis J. Lasser

Journal of futures markets. 2002;22(3):197-0. DOI:10.1002/fut.2214 2002

Asymmetric information and corporate derivatives use [0.03%]

Peter Dadalt; Gerald D. Gay; Jouahn Nam Peter Dadalt; Gerald D. Gay; Jouahn Nam

Journal of futures markets. 2002;22(3):241-0. DOI:10.1002/fut.2216 2002

Interdependencies between agricultural commodity futures prices on the LIFFE [0.03%]

P. J. Dawson; B. White P. J. Dawson; B. White

Journal of futures markets. 2002;22(3):269-0. DOI:10.1002/fut.2217 2002

Heterogeneous expectations of traders in speculative futures markets [0.03%]

Darren L. Frechette; Robert D. Weaver Darren L. Frechette; Robert D. Weaver

Journal of futures markets. 2001;21(5):429-446. DOI:10.1002/fut.3 2001