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Simple risk measures when hedging commodities using foreign markets : a note
Novak, Frank S. - In: The journal of futures markets 16 (1996) 2, pp. 211-217
Persistent link: https://www.econbiz.de/10001198880
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Option pricing under skewness and kurtois using a Cornish-Fisher expansion
Aboura, Sofiane; Maillard, Didier - In: The journal of futures markets 36 (2016) 12, pp. 1194-1209
Persistent link: https://www.econbiz.de/10011665615
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The effects of investor attention on commodity futures markets
Han, Liyan; Li, Ziying; Yin, Libo - In: The journal of futures markets 37 (2017) 10, pp. 1031-1049
Persistent link: https://www.econbiz.de/10011950934
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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
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On marketing strategies with options : a technique to measure risk and return
Hauser, R. J.; Eales, J. S. - In: The journal of futures markets 6 (1986) 2, pp. 273-288
Persistent link: https://www.econbiz.de/10003534860
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Stochastic skew and target volatility options
Grasselli, Martino; Romo, Jacinto Marabel - In: The journal of futures markets 36 (2016) 2, pp. 174-193
Persistent link: https://www.econbiz.de/10011568064
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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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Measuring hedging effectiveness of index futures contracts : do dynamic models outperform static models? ; a regime-switching approach
Salvador, Enrique; Aragó, Vicent - In: The journal of futures markets 34 (2014) 4, pp. 374-398
Persistent link: https://www.econbiz.de/10010355419
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A random field LIBOR market model
Wu, Tao L.; Xu, Shengqiang - In: The journal of futures markets 34 (2014) 6, pp. 580-606
Persistent link: https://www.econbiz.de/10010371410
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A new information share measure
Lien, Da-hsiang Donald; Shrestha, Keshab - In: The journal of futures markets 29 (2009) 4, pp. 377-395
Persistent link: https://www.econbiz.de/10003817605