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Pricing Eurodollar futures options with the Ho and Lee and Black, Derman, and Toy models : an empirical comparison
Mathis, Roswell E.; Bierwag, Gerald O. - In: The journal of futures markets 19 (1999) 3, pp. 291-306
Persistent link: https://www.econbiz.de/10001377950
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Predicting spot exchange rates in a nonlinear estimation framework using futures prices
Parhizgari, Ali M. - In: The journal of futures markets 17 (1997) 8, pp. 935-956
Persistent link: https://www.econbiz.de/10001232833
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Volume and price relationships : hypothesis and testing for agricultural futures
Malliaris, Anastasios G. - In: The journal of futures markets 18 (1998) 1, pp. 53-72
Persistent link: https://www.econbiz.de/10001234360
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Extracting market views from the price of options on futures
Martinez, Gregory M. - In: The journal of futures markets 18 (1998) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10001234362
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Storage profitability and hedge ratio estimation
Lence, Sergio H. - In: The journal of futures markets 16 (1996) 6, pp. 655-676
Persistent link: https://www.econbiz.de/10001206957
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Mean-Gini hedging in futures markets
Shalit, Haim - In: The journal of futures markets 15 (1995) 6, pp. 617-635
Persistent link: https://www.econbiz.de/10001186690
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A trading simulation test for weak-form efficiency in live cattle futures
Kastens, Terry L. - In: The journal of futures markets 15 (1995) 6, pp. 649-675
Persistent link: https://www.econbiz.de/10001186692
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Hedge performance of SPX index options and S&P 500 futures
Benet, Bruce A. - In: The journal of futures markets 15 (1995) 6, pp. 691-717
Persistent link: https://www.econbiz.de/10001186693
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Are regression approach futures hedge ratios stationary?
Ferguson, Robert - In: The journal of futures markets 18 (1998) 7, pp. 851-866
Persistent link: https://www.econbiz.de/10001249185
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Assessing inefficiency in the futures markets
Olszewski, Edward A. - In: The journal of futures markets 18 (1998) 6, pp. 671-704
Persistent link: https://www.econbiz.de/10001249192