Works matching IS 02707314 AND DT 2022 AND VI 42 AND IP 7
Results: 10
Power‐type derivatives for rough volatility with jumps.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 7, p. 1369, doi. 10.1002/fut.22337
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- Article
How do firms hedge in financial distress?
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- Journal of Futures Markets, 2022, v. 42, n. 7, p. 1324, doi. 10.1002/fut.22336
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- Article
Price discovery in the CSI 300 Index derivatives markets.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 7, p. 1352, doi. 10.1002/fut.22335
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- Article
Trading behavior in bitcoin futures: Following the "smart money".
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- Journal of Futures Markets, 2022, v. 42, n. 7, p. 1304, doi. 10.1002/fut.22332
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- Article
Pricing cancellable American put options on the finite time horizon.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 7, p. 1284, doi. 10.1002/fut.22331
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- Article
Overnight volatility, realized volatility, and option pricing.
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- Journal of Futures Markets, 2022, v. 42, n. 7, p. 1264, doi. 10.1002/fut.22330
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Recovering subjective probability distributions.
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- Journal of Futures Markets, 2022, v. 42, n. 7, p. 1234, doi. 10.1002/fut.22328
- Publication type:
- Article
Hedging pressure and liquidity provision in commodity options markets.
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- Journal of Futures Markets, 2022, v. 42, n. 7, p. 1212, doi. 10.1002/fut.22327
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- Article
Intraday liquidity in soybean complex futures markets.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 7, p. 1189, doi. 10.1002/fut.22325
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- Article
Journal of Futures Markets: Volume 42, Number 7, July 2022.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 7, p. 1187, doi. 10.1002/fut.22233
- Publication type:
- Article