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~isPartOf:"The journal of futures markets"
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Mean-Variance Hedging via Stoc...
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Hedging
328
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143
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143
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132
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126
Derivat
96
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96
Commodity exchange
45
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45
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44
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44
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35
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35
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33
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33
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32
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32
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29
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Lien, Da-hsiang Donald
36
Kit, Pong Wong
12
Lai, Yu-Sheng
6
Kolb, Robert W.
5
Lee, Cheng F.
5
Shrestha, Keshab
5
Chance, Don M.
4
Gay, Gerald D.
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Hayenga, Marvin L.
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Lee, Hsiang-tai
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Miller, Stephen Ernest
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Sheu, Her-jiun
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Alexander, Carol
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Benet, Bruce A.
3
Braga, Francesco S.
3
Broll, Udo
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Brorsen, B. Wade
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Chung, San-lin
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Haigh, Michael S.
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Harris, Richard D. F.
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Hegde, Shantaram P.
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Herbst, Anthony F.
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Hilliard, Jimmy E.
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Kawaller, Ira G.
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Koppenhaver, Gary D.
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Martin, Larry J.
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Myers, Robert J.
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Roon, Frans de
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Shanker, Latha
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Chen, Sheng-syan
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Asia Pacific Futures Research Symposium <13, 2003, Schanghai>
1
International Conference on Derivatives and Risk Management <2003, Schanghai>
1
International Conference on Futures and Other Derivative Markets <1, 2012, Peking>
1
International Conference on Futures and Other Derivatives <10., 2021, Online>
1
International Conference on Futures and Other Derivatives <11., 2022, Online>
1
International Conference on Futures and Other Derivatives Markets <5., 2016, Shenzhen>
1
Published in...
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The journal of futures markets
Journal of econometrics
242
Journal of the Royal Statistical Society
242
European journal of operational research : EJOR
235
Insurance / Mathematics & economics
224
Economics letters
197
Nachrichten für Aussenhandel : NfA ; Märkte, Trends, Geschäftschancen
183
IMF Working Papers
182
Finance and stochastics
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
International journal of theoretical and applied finance
166
Statistik des Auslandes
166
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
165
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
159
Management science : journal of the Institute for Operations Research and the Management Sciences
157
Discussion paper
145
Mathematical finance : an international journal of mathematics, statistics and financial theory
135
Operations research
132
Discussion paper / Tinbergen Institute
126
Bulletin of the International Statistical Institute
125
Journal of banking & finance
124
Metrika : international journal for theoretical and applied statistics
123
NBER working paper series
123
NBER Working Paper
122
Energy economics
121
Finance research letters
119
Working paper / National Bureau of Economic Research, Inc.
113
SpringerLink / Bücher
108
Risks : open access journal
105
Revue de statistique appliquée
98
International review of financial analysis
95
Série des documents de travail / Centre de Recherche en Économie et Statistique
90
Working paper
84
International review of economics & finance : IREF
83
Journal of economic dynamics & control
83
Statistische Hefte : internationale Zeitschrift für Theorie und Praxis
83
Econometric reviews
75
American journal of agricultural economics
74
Applied economics
74
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ECONIS (ZBW)
346
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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
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:
3
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:
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
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:
7
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:
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
Derivative disclosures and managerial opportunism
He, Guanming
;
Ren, Helen Mengbing
- In:
The journal of futures markets
44
(
2024
)
3
,
pp. 384-419
Persistent link: https://www.econbiz.de/10014475490
Saved in:
10
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
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