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Option-implied physical distributions
McGee, Richard, (2024)
Price expectation and the pricing of stock index futures : evidence from developed and emerging markets
Wang, Janchung, (2006)
Martingale restriction and high market frictions on stock index options, futures and cash markets
Nikkinen, Jussi, (2005)
Hedge ratio stability and hedging effectiveness of time-varying hedge ratios in volatile index futures markets : evidence from the Asian financial crisis
Wang, Janchung, (2010)
A measurement of the extent of market imperfections between markets and applications
Hsu, Hsinan, (2010)
Degree of market imperfection and the pricing of stock index futures