Valuation of bitcoin options.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 7, p. 1007, doi. 10.1002/fut.22214
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2021 AND VI 41 AND IP 7
Results: 9
1
2
Portfolio of Volatility Smiles versus Volatility Surface: Implications for pricing and hedging options.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 7, p. 1154, doi. 10.1002/fut.22213
- By:
- Publication type:
- Article
3
Forty years of the Journal of Futures Markets: A bibliometric overview.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 7, p. 1027, doi. 10.1002/fut.22211
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- Publication type:
- Article
4
Kelly trading and option pricing.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 7, p. 987, doi. 10.1002/fut.22210
- By:
- Publication type:
- Article
5
Jump activity analysis of the equity index and the corresponding volatility: Evidence from the Chinese market.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 7, p. 1055, doi. 10.1002/fut.22209
- By:
- Publication type:
- Article
6
Who leads in intraday gold price discovery and volatility connectedness: Spot, futures, or exchange‐traded fund?
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 7, p. 1092, doi. 10.1002/fut.22208
- By:
- Publication type:
- Article
7
Effects of structural changes on the prediction of downside volatility in futures markets.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 7, p. 1124, doi. 10.1002/fut.22207
- By:
- Publication type:
- Article
8
Pricing and calibration of the futures options market: A unified approximation.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 7, p. 1074, doi. 10.1002/fut.22206
- By:
- Publication type:
- Article
9
Journal of Futures Markets: Volume 41, Number 7, July 2021.
- Published in:
- Journal of Futures Markets, 2021, v. 41, n. 7, p. 985, doi. 10.1002/fut.22138
- Publication type:
- Article