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The compatibility of one-factor market models in caps and swaptions markets : evidence from their dynamic hedging performance
An, Yunbi; Suo, Wulin - In: The journal of futures markets 28 (2008) 2, pp. 109-130
Persistent link: https://www.econbiz.de/10003647668
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The information content in implied idiosyncratic volatility and the cross-section of stock returns : evidence from the option markets
Diavatopoulos, Dean; Doran, James S.; Peterson, David R. - In: The journal of futures markets 28 (2008) 11, pp. 1013-1039
Persistent link: https://www.econbiz.de/10003769957
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Testing the martingale hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric; Dhaene, Geert; Sercu, Piet - In: The journal of futures markets 28 (2008) 11, pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
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Updating the estimation of the supply of storage
Zulauf, Carl R.; Zhou, Haijiang; Roberts, Matthew C. - In: The journal of futures markets 26 (2006) 7, pp. 657-676
Persistent link: https://www.econbiz.de/10003331428
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Too many options? : Theory and evidence on option exchange design
Fehle, Frank - In: The journal of futures markets 26 (2006) 6, pp. 533-570
Persistent link: https://www.econbiz.de/10003319534
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Empirical evidence on the dependence of credit default swaps and equity prices
Dupuis, Debbie; Jacquier, Eric; Papageorgiou, Nicolas; … - In: The journal of futures markets 29 (2009) 8, pp. 695-712
Persistent link: https://www.econbiz.de/10003899237
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Trinomial or binomial : accelerating American put option price on trees
Chan, Jiun Hong; Joshi, Mark S.; Tang, Robert; Chao Yang - In: The journal of futures markets 29 (2009) 9, pp. 826-839
Persistent link: https://www.econbiz.de/10003900848
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Model risk adjusted hedge ratios
Alexander, Carol; Kaeck, Andreas; Nogueira, Leonardo M. - In: The journal of futures markets 29 (2009) 11, pp. 1021-1049
Persistent link: https://www.econbiz.de/10003900965
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Market timing of CTAs : an examination of systematic CTAs vs. discretionary CTAs
Kazemi, Hossein; Li, Ying - In: The journal of futures markets 29 (2009) 11, pp. 1067-1099
Persistent link: https://www.econbiz.de/10003900972
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Are credit spreads too low or too high? : a hybrid barrier option approach for financial distress
Lin, William; Sun, David - In: The journal of futures markets 29 (2009) 12, pp. 1161-1189
Persistent link: https://www.econbiz.de/10003900991