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Valuation of housing index derivatives
Cao, Melanie; Wei, Jason - In: The journal of futures markets 30 (2010) 7, pp. 660-688
Persistent link: https://www.econbiz.de/10003985042
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Empirical tests of canonical nonparametric American option-pricing methods
Alcock, Jamie; Auerswald, Diana - In: The journal of futures markets 30 (2010) 6, pp. 509-532
Persistent link: https://www.econbiz.de/10003962643
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The forecast quality of CBOE implied volatility indexes
Corrado, Charles Joseph; Miller, Thomas W. - In: The journal of futures markets 25 (2005) 4, pp. 339-373
Persistent link: https://www.econbiz.de/10002647798
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Futures trading, transaction costs, and stock market volatility
Brorsen, B. Wade - In: The journal of futures markets 11 (1991) 2, pp. 153-163
Persistent link: https://www.econbiz.de/10001102728
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The intraday ex post and ex ante profitability of index arbitrage
Klemkosky, Robert C. - In: The journal of futures markets 11 (1991) 3, pp. 291-311
Persistent link: https://www.econbiz.de/10001104845
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Analyzing portfolios with derivative assets : a stochastic dominance approach using numerical integration
Brooks, Robert - In: The journal of futures markets 11 (1991) 4, pp. 411-440
Persistent link: https://www.econbiz.de/10001109936
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Dual trading and futures market liquidity : an analysis of three Chicago Board of Trade contract markets
Walsh, Michael J. - In: The journal of futures markets 11 (1991) 5, pp. 519-537
Persistent link: https://www.econbiz.de/10001110897
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"Chaos" in futures markets? : A nonlinear dynamical analysis
Blank, Steven C. - In: The journal of futures markets 11 (1991) 6, pp. 711-728
Persistent link: https://www.econbiz.de/10001116054
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Constructing accurate cash settlement indices : the role of index specifications
Cita, John - In: The journal of futures markets 12 (1992) 3, pp. 339-360
Persistent link: https://www.econbiz.de/10001125669
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Measuring implied volatility : is an average better? ; Which is average?
Ederington, Louis H.; Guan, Wei - In: The journal of futures markets 22 (2002) 9, pp. 811-837
Persistent link: https://www.econbiz.de/10001696684