Erratum to "An analytical perturbative solution to the Merton Garman model using symmetries".
- Published in:
- 2021
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- Publication type:
- Correction Notice
Works matching IS 02707314 AND DT 2021 AND VI 41 AND IP 4
Results: 8
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2
A short cut: Directly pricing VIX futures with discrete‐time long memory model and asymmetric jumps.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 4, p. 458, doi. 10.1002/fut.22183
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- Publication type:
- Article
3
The term structure of the VXX option smirk: Pricing VXX option with a two‐factor model and asymmetry jumps.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 4, p. 439, doi. 10.1002/fut.22182
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- Publication type:
- Article
4
Quantile information share under Markov regime‐switching.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 4, p. 493, doi. 10.1002/fut.22181
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- Publication type:
- Article
5
Off‐market block trades: New evidence on transparency and information efficiency.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 4, p. 478, doi. 10.1002/fut.22180
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- Publication type:
- Article
6
Price discovery in chinese agricultural futures markets: A comprehensive look.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 4, p. 536, doi. 10.1002/fut.22179
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- Publication type:
- Article
7
American option pricing: Optimal Lattice models and multidimensional efficiency tests.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 4, p. 514, doi. 10.1002/fut.22178
- By:
- Publication type:
- Article
8
Journal of Futures Markets: Volume 41, Number 4, April 2021.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 4, p. 437, doi. 10.1002/fut.22135
- Publication type:
- Article