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The global market for OTC derivatives : an analysis of dealer holdings
Emm, Ekaterina E.; Gay, Gerald D. - In: The journal of futures markets 25 (2005) 1, pp. 39-77
Persistent link: https://www.econbiz.de/10002528188
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Volatility components : the term structure dynamics of VIX futures
Lu, Zhongjin; Zhu, Yingzi - In: The journal of futures markets 30 (2010) 3, pp. 230-256
Persistent link: https://www.econbiz.de/10003962468
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Differences in the prices of vulnerable options with different counterparties
Wang, Xingchun - In: The journal of futures markets 37 (2017) 2, pp. 148-163
Persistent link: https://www.econbiz.de/10011669771
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Option prices and risk-neutral densities for currency cross rates
Taylor, Stephen; Wang, Yaw-huei - In: The journal of futures markets 30 (2010) 4, pp. 324-360
Persistent link: https://www.econbiz.de/10003962596
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Is after-hours trading informative?
Ulibarrí, Carlos A. - In: The journal of futures markets 18 (1998) 5, pp. 563-579
Persistent link: https://www.econbiz.de/10001247303
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Design, pricing, and returns of short-term hog marketing window contracts
Unterschultz, James R. (contributor) - In: The journal of futures markets 18 (1998) 6, pp. 723-727
Persistent link: https://www.econbiz.de/10001249190
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Pricing vulnerable options in incomplete markets
Hung, Mao-Wei; Liu, Yu-Hong - In: The journal of futures markets 25 (2005) 2, pp. 135-170
Persistent link: https://www.econbiz.de/10002535444
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Who knows more about future currency volatility?
Charoenwong, Charlie; Jenwittayaroje, Nattawut; Sin, Low B. - In: The journal of futures markets 29 (2009) 3, pp. 270-295
Persistent link: https://www.econbiz.de/10003831102
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Pricing average options on commodities
Shiraya, Kenichiro; Takahashi, Akihiko - In: The journal of futures markets 31 (2011) 5, pp. 407-439
Persistent link: https://www.econbiz.de/10009009225
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The quality of volatility traded on the over-the-counter currency market : a multiple horizons study
Covrig, Vicentiu; Sin, Low B. - In: The journal of futures markets 23 (2002) 3, pp. 261-285
Persistent link: https://www.econbiz.de/10001765118