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Supplementary information and Markov processes in soybean futures trading
Turner, Steven C. - In: The journal of futures markets 12 (1992) 1, pp. 61-74
Persistent link: https://www.econbiz.de/10001124728
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The probability distribution of futures prices in the foreign exchange market : a comparison of candidate processes
Fujihara, Roger Arnold - In: The journal of futures markets 10 (1990) 6, pp. 623-641
Persistent link: https://www.econbiz.de/10001095875
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A generalized probability framework to model economic agents' decisions under uncertainty
Haven, Emmanuel E.; Sozzo, Sandro - In: International review of financial analysis 47 (2016), pp. 297-303
Persistent link: https://www.econbiz.de/10011624198
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Derivatives pricing on integrated diffusion processes : a general perturbation approach
Li, Minqiang - In: The journal of futures markets 35 (2015) 6, pp. 582-595
Persistent link: https://www.econbiz.de/10011405411
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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
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An examination of the distribution of futures price changes
Helms, Billy Paul - In: The journal of futures markets 5 (1985) 2, pp. 259-272
Persistent link: https://www.econbiz.de/10001128563
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Optimization of a firm's capital structure : a quantitative approach based on a probabilistic prognosis of risk and time of bankruptcy
Philosophov, Leonid V.; Philosophov, Vladimir L. - In: International review of financial analysis 14 (2005) 2, pp. 191-209
Persistent link: https://www.econbiz.de/10002738286
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Probability weighting functions implied in options prices
Polkovnichenko, Valery; Zhao, Feng - In: Journal of financial economics 107 (2013) 3, pp. 580-609
Persistent link: https://www.econbiz.de/10009730600
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Using multivariate densities to assign lattice probabilities when there are jumps
Hilliard, Jimmy E.; Hilliard, Jitka - In: The journal of futures markets 35 (2015) 4, pp. 385-398
Persistent link: https://www.econbiz.de/10011348412
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Where is the distribution tail threshold? : a tale on tail and copulas in financial risk measurement
González Sánchez, Mariano; Nave Pineda, Juan M. - In: International review of financial analysis 86 (2023), pp. 1-12
Persistent link: https://www.econbiz.de/10014248319