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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
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Commodity futures trading performance using neural network models versus ARIMA models
Ntungo, Chrispin; Boyd, Milton - In: The journal of futures markets 18 (1998) 8, pp. 965-983
Persistent link: https://www.econbiz.de/10001352420
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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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Derivatives and the price of risk
Bollen, Nicolas P. B. - In: The journal of futures markets 17 (1997) 7, pp. 839-854
Persistent link: https://www.econbiz.de/10001228456
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S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula
Corrado, Charles Joseph - In: The journal of futures markets 16 (1996) 6, pp. 611-629
Persistent link: https://www.econbiz.de/10001206958
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Predicting stock market volatility : a new measure
Fleming, Jeff - In: The journal of futures markets 15 (1995) 3, pp. 265-302
Persistent link: https://www.econbiz.de/10001180182
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Conditional heteroskedasticity, asymmetry, and option pricing
Kang, Tae-hoon - In: The journal of futures markets 15 (1995) 8, pp. 901-928
Persistent link: https://www.econbiz.de/10001190835
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The mispricing of US treasury callable bonds
Carayannopoulos, Peter - In: The journal of futures markets 15 (1995) 8, pp. 861-879
Persistent link: https://www.econbiz.de/10001190840
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An empirical test of the Hull-White option pricing model
Corrado, Charles Joseph - In: The journal of futures markets 18 (1998) 4, pp. 363-378
Persistent link: https://www.econbiz.de/10001242646
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International currency relationship information revealed by cross-option prices
Siegel, Andrew F. - In: The journal of futures markets 17 (1997) 4, pp. 369-384
Persistent link: https://www.econbiz.de/10001221162