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~isPartOf:"American journal of agricultural economics"
~isPartOf:"The journal of futures markets"
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Mean-Variance Hedging via Stoc...
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5
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
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American journal of agricultural economics
The journal of futures markets
Journal of econometrics
242
Journal of the Royal Statistical Society
242
European journal of operational research : EJOR
238
Insurance / Mathematics & economics
224
Economics letters
197
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183
IMF Working Papers
182
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173
Journal of the American Statistical Association : JASA
171
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
167
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
166
International journal of theoretical and applied finance
166
Statistik des Auslandes
166
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Management science : journal of the Institute for Operations Research and the Management Sciences
160
Discussion paper
146
Mathematical finance : an international journal of mathematics, statistics and financial theory
135
Finance research letters
133
Operations research
133
Discussion paper / Tinbergen Institute
128
Energy economics
128
Bulletin of the International Statistical Institute
125
Journal of banking & finance
124
NBER working paper series
124
Metrika : international journal for theoretical and applied statistics
123
NBER Working Paper
122
Working paper / National Bureau of Economic Research, Inc.
113
SpringerLink / Bücher
108
Risks : open access journal
107
International review of financial analysis
105
Revue de statistique appliquée
98
International review of economics & finance : IREF
91
Série des documents de travail / Centre de Recherche en Économie et Statistique
90
Working paper
89
Journal of economic dynamics & control
86
Statistische Hefte : internationale Zeitschrift für Theorie und Praxis
83
Applied economics
75
Econometric reviews
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ECONIS (ZBW)
423
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1
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423
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1
Testing the
martingale
hypothesis for futures prices : implications for hedgers
De Ville de Goyet, Cédric
;
Dhaene, Geert
;
Sercu, Piet
- In:
The journal of futures markets
28
(
2008
)
11
,
pp. 1040-1065
Persistent link: https://www.econbiz.de/10003769967
Saved in:
2
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:
3
Option pricing using the
martingale
approach with polynomial interpolation
Wang, Ming-chieh
;
Huang, Li-jhang
;
Liao, Szu-Lang
- In:
The journal of futures markets
33
(
2013
)
5
,
pp. 469-491
Persistent link: https://www.econbiz.de/10009726364
Saved in:
4
Is the KOSPI 200 options market efficient? : parametric and nonparametric tests of the
Martingale
restriction
Guo, Biao
;
Han, Qian
;
Ryu, Doojin
- In:
The journal of futures markets
33
(
2013
)
7
,
pp. 629-652
Persistent link: https://www.econbiz.de/10009756544
Saved in:
5
Recursive formula for arithmetic Asian option prices
Lee, Kyungsub
- In:
The journal of futures markets
34
(
2014
)
3
,
pp. 220-234
Persistent link: https://www.econbiz.de/10010355436
Saved in:
6
Do S&P 500 index options violate the
martingale
restriction?
Strong, Norman
;
Xu, Xinzhong
- In:
The journal of futures markets
19
(
1999
)
5
,
pp. 499-521
Persistent link: https://www.econbiz.de/10001410411
Saved in:
7
A note on the valuation of compound options
Lajeri-Chaherli, Fatma
- In:
The journal of futures markets
22
(
2002
)
11
,
pp. 1103-1115
Persistent link: https://www.econbiz.de/10001729248
Saved in:
8
Futures prices are not stable-Paretian distributed
Gribbin, Donald W.
- In:
The journal of futures markets
12
(
1992
)
4
,
pp. 475-487
Persistent link: https://www.econbiz.de/10001128522
Saved in:
9
Speculation or
hedging
? : options trading prior to FOMC announcements
Jiang, George J.
;
Pan, Guanzhong
- In:
The journal of futures markets
42
(
2022
)
2
,
pp. 212-230
Persistent link: https://www.econbiz.de/10012817855
Saved in:
10
Hedging
securities and Silicon Valley Bank idiosyncrasies
Kim, Raymond
- In:
The journal of futures markets
44
(
2024
)
4
,
pp. 653-672
Persistent link: https://www.econbiz.de/10014536665
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