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~isPartOf:"The journal of futures markets"
~subject:"Risiko"
~subject:"Theorie"
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The journal of futures markets
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1
Commodity tail risks
Ammann, Manuel
;
Mörke, Mathis
;
Prokopczuk, Marcel
; …
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 168-197
Persistent link: https://www.econbiz.de/10014292992
Saved in:
2
Fitting and testing for the implied volatility curve using parametric models
Chang, Chuang-chang
;
Chou, Pin-huang
;
Liao, Tzu-hsiang
- In:
The journal of futures markets
32
(
2012
)
12
,
pp. 1171-1191
Persistent link: https://www.econbiz.de/10009697755
Saved in:
3
Multivariate downside risk : normal versus variance Gamma
Wallmeier, Martin
;
Diethelm, Martin
- In:
The journal of futures markets
32
(
2012
)
5
,
pp. 431-458
Persistent link: https://www.econbiz.de/10010218781
Saved in:
4
Pricing American exchange options in a jump-diffusion model
Lindset, Snorre
- In:
The journal of futures markets
27
(
2007
)
3
,
pp. 257-273
Persistent link: https://www.econbiz.de/10003493048
Saved in:
5
The hidden martingale restriction in Gram-Charlier option prices
Corrado, Charles Joseph
- In:
The journal of futures markets
27
(
2007
)
6
,
pp. 517-534
Persistent link: https://www.econbiz.de/10003493103
Saved in:
6
Estimating implied PDFs from American options on futures : a new semiparametric approach
Flamouris, Dimitris
;
Giamouridis, Daniel
- In:
The journal of futures markets
22
(
2002
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10001646593
Saved in:
7
A note on the relationships between some risk-adjusted performance measures
Lien, Da-hsiang Donald
- In:
The journal of futures markets
22
(
2002
)
5
,
pp. 483-495
Persistent link: https://www.econbiz.de/10001678524
Saved in:
8
Revisiting the finite mixture of Gaussian distributions with application to futures markets
Ané, Thierry
;
Labidi, Chiraz
- In:
The journal of futures markets
21
(
2001
)
4
,
pp. 347-376
Persistent link: https://www.econbiz.de/10001567706
Saved in:
9
Option pricing based on the generalized lambda distribution
Corrado, Charles Joseph
- In:
The journal of futures markets
21
(
2001
)
3
,
pp. 213-236
Persistent link: https://www.econbiz.de/10001556707
Saved in:
10
Pricing and hedging S&P 500 index options with Hermite polynomial approximation : empirical tests of Madan and Milne's model
Ané, Thierry
- In:
The journal of futures markets
19
(
1999
)
7
,
pp. 735-758
Persistent link: https://www.econbiz.de/10001443345
Saved in:
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