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
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2022 AND VI 42 AND IP 7
Results: 10
1
2
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
- By:
- Publication type:
- Article
3
How do firms hedge in financial distress?
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 7, p. 1324, doi. 10.1002/fut.22336
- By:
- Publication type:
- Article
4
Trading behavior in bitcoin futures: Following the "smart money".
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 7, p. 1304, doi. 10.1002/fut.22332
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- Publication type:
- Article
5
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
- Publication type:
- Article
6
Overnight volatility, realized volatility, and option pricing.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 7, p. 1264, doi. 10.1002/fut.22330
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- Publication type:
- Article
7
Recovering subjective probability distributions.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 7, p. 1234, doi. 10.1002/fut.22328
- Publication type:
- Article
8
Hedging pressure and liquidity provision in commodity options markets.
- Published in:
- Journal of Futures Markets, 2022, v. 42, n. 7, p. 1212, doi. 10.1002/fut.22327
- Publication type:
- Article
9
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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- Publication type:
- Article
10
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