Narrow search
Showing 1 - 10 of 571
Cover Image
The information content of the volatility index options trading volume
Gu, Chen; Guo, Xu; Kurov, Alexander; Stan, Raluca - In: The journal of futures markets 42 (2022) 9, pp. 1721-1737
Persistent link: https://www.econbiz.de/10013465809
Cover Image
An empirical test of the Hull-White option pricing model
Corrado, Charles Joseph - In: The journal of futures markets 18 (1998) 4, pp. 363-378
Persistent link: https://www.econbiz.de/10001242646
Cover Image
The profitability of volatility spread trading on ASX equity options
Do, Binh; Foster, Anthony; Gray, Philip K. - In: The journal of futures markets 36 (2016) 2, pp. 107-126
Persistent link: https://www.econbiz.de/10011568018
Cover Image
Pricing vulnerable options with jump clustering
Ma, Yong; Shrestha, Keshab; Xu, Weidong - In: The journal of futures markets 37 (2017) 12, pp. 1155-1178
Persistent link: https://www.econbiz.de/10011951026
Cover Image
The information content of implied volatility in agricultural commodity markets
Giot, Pierre - In: The journal of futures markets 23 (2002) 5, pp. 441-454
Persistent link: https://www.econbiz.de/10001769698
Cover Image
Pricing American options with stochastic volatility : evidence from S&P 500 futures options
Lim, Kian-Guan; Guo, Xiaoqiang - In: The journal of futures markets 20 (2000) 7, pp. 625-659
Persistent link: https://www.econbiz.de/10001523740
Cover Image
Pricing FTSE 100 index options under stochastic volatility
Lin, Yueh-neng; Strong, Norman; Xu, Xinzhong - In: The journal of futures markets 21 (2001) 3, pp. 197-211
Persistent link: https://www.econbiz.de/10001556705
Cover Image
Switching asymmetric GARCH and options on a volatility index
Daouk, Hazem; Guo, Jie Qun - In: The journal of futures markets 24 (2004) 3, pp. 251-282
Persistent link: https://www.econbiz.de/10001968654
Cover Image
Valuing credit derivatives using Gaussian quadrature : a stochastic volatility framework
Tahani, Nabil - In: The journal of futures markets 24 (2004) 1, pp. 3-35
Persistent link: https://www.econbiz.de/10001850811
Cover Image
Canonical valuation of options in the presence of stochastic volatility
Gray, Philip K.; Newman, Scott - In: The journal of futures markets 25 (2005) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10002528167