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Stable distributions, futures prices, and the measurement of trading performance
Cornew, Ronald W. - In: The journal of futures markets 4 (1984) 4, pp. 531-557
Persistent link: https://www.econbiz.de/10001082393
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The distribution of standardized futures price changes
Venkateswaran, Meenakshi - In: The journal of futures markets 13 (1993) 3, pp. 279-298
Persistent link: https://www.econbiz.de/10001145992
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Supplementary information and Markov processes in soybean futures trading
Turner, Steven C. - In: The journal of futures markets 12 (1992) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10001124728
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The probability distribution of futures prices in the foreign exchange market : a comparison of candidate processes
Fujihara, Roger Arnold - In: The journal of futures markets 10 (1990) 6, pp. 623-641
Persistent link: https://www.econbiz.de/10001095875
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Derivatives pricing on integrated diffusion processes : a general perturbation approach
Li, Minqiang - In: The journal of futures markets 35 (2015) 6, pp. 582-595
Persistent link: https://www.econbiz.de/10011405411
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Futures prices are not stable-Paretian distributed
Gribbin, Donald W. - In: The journal of futures markets 12 (1992) 4, pp. 475-487
Persistent link: https://www.econbiz.de/10001128522
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An examination of the distribution of futures price changes
Helms, Billy Paul - In: The journal of futures markets 5 (1985) 2, pp. 259-272
Persistent link: https://www.econbiz.de/10001128563
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Using multivariate densities to assign lattice probabilities when there are jumps
Hilliard, Jimmy E.; Hilliard, Jitka - In: The journal of futures markets 35 (2015) 4, pp. 385-398
Persistent link: https://www.econbiz.de/10011348412
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Piecewise linear boundary crossing probabilities, barrier options, and variable annuities
Lee, Hangsuck; Ha, Hongjun; Lee, Minha - In: The journal of futures markets 42 (2022) 12, pp. 2248-2272
Persistent link: https://www.econbiz.de/10013465884
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Recovering subjective probability distributions
Yamazaki, Akira - In: The journal of futures markets 42 (2022) 7, pp. 1234-1263
Persistent link: https://www.econbiz.de/10013287943