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Does options trading lead to greater cash market volatility?

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Relationships among US S&P500 stock index, its futures and NASDAQ index futures with volatility spillover and jump diffusion : modeling and hedging performance

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Forecasting implied volatilities for options on index futures : time-series and cross-sectional analysis versus constant elasticity of variance (CEV) model

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Enhanced indexing strategies : utilizing futures and options to achieve higher performance

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Index funds are among the highest performing and most reliable investments available in the marketplace. Over the past several years, literally hundreds of index-related products have been introduced to the marketplace, most designed to provide investors with the capability to mix and match...

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Pricing kernel monotonicity and conditional information

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Kou jump diffusion model : an application to the Standard and Poor 500, Nasdaq 100 and Russell 2000 index options

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Noise, equity prices, and hedging : a new approach

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The impact of jump dynamics on the predictive power of option-implied densities

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The innovations of e-mini contracts and futures price volatility components : the empirical investigation of S&P 500 stock index futures

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