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Implied risk neutral densities from option prices : hypergeometric, spline, lognormal, and edgeworth functions
Santos, André; Guerra, João - In: The journal of futures markets 35 (2015) 7, pp. 655-678
Persistent link: https://www.econbiz.de/10011405462
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Optimal hedge ratios in the presence of common jumps
Chan, Wing Hong - In: The journal of futures markets 30 (2010) 8, pp. 801-807
Persistent link: https://www.econbiz.de/10003985103
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Option prices and risk-neutral densities for currency cross rates
Taylor, Stephen; Wang, Yaw-huei - In: The journal of futures markets 30 (2010) 4, pp. 324-360
Persistent link: https://www.econbiz.de/10003962596
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Assessing the asymmetric volatility linkages of energy and agricultural commodity futures during low and high volatility regimes
Rezitis, Anthony N.; Andrikopoulos, Panagiotis; Daglis, … - In: The journal of futures markets 44 (2024) 3, pp. 451-483
Persistent link: https://www.econbiz.de/10014475504
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The information content of the volatility index options trading volume
Gu, Chen; Guo, Xu; Kurov, Alexander; Stan, Raluca - In: The journal of futures markets 42 (2022) 9, pp. 1721-1737
Persistent link: https://www.econbiz.de/10013465809
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Exports and hedging exchange rate risks : the multi-country case
Adam-Müller, Axel F. A. - In: The journal of futures markets 20 (2000) 9, pp. 843-864
Persistent link: https://www.econbiz.de/10001525969
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A note on exports and hedging exchange rate risks : the multi-country case
Kit, Pong Wong - In: The journal of futures markets 33 (2013) 12, pp. 1191-1196
Persistent link: https://www.econbiz.de/10010209065
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Over the hedge : do exporters practice selective hedging?
Fabling, Richard; Grimes, Arthur L. - In: The journal of futures markets 35 (2015) 4, pp. 321-338
Persistent link: https://www.econbiz.de/10011348419
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Warrants in the financial management decisions of innovative firms
Park, Hyuna - In: The journal of futures markets 42 (2022) 2, pp. 276-295
Persistent link: https://www.econbiz.de/10012817884
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Foreign exchange futures volatility : day-of-the-week, intraday, and maturity patterns in the presence of macroeconomic announcements
Han, Li-ming; Kling, John L.; Sell, Clifford W. - In: The journal of futures markets 19 (1999) 6, pp. 665-693
Persistent link: https://www.econbiz.de/10001410397