Considering momentum spillover effects via graph neural network in option pricing.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 6, p. 1069, doi. 10.1002/fut.22506
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2024 AND VI 44 AND IP 6
Results: 9
1
2
The impact of air pollution on crude oil futures market.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 6, p. 1055, doi. 10.1002/fut.22503
- By:
- Publication type:
- Article
3
Futures trading costs and market microstructure invariance: Identifying bet activity.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 6, p. 901, doi. 10.1002/fut.22496
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- Publication type:
- Article
4
Riemannian‐geometric regime‐switching covariance hedging.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 6, p. 1003, doi. 10.1002/fut.22500
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- Publication type:
- Article
5
SOFR term structure dynamics—Discontinuous short rates and stochastic volatility forward rates.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 6, p. 936, doi. 10.1002/fut.22499
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- Publication type:
- Article
6
A model‐free approximation for barrier options in a general stochastic volatility framework.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 6, p. 923, doi. 10.1002/fut.22498
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- Publication type:
- Article
7
A deep learning‐based financial hedging approach for the effective management of commodity risks.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 6, p. 879, doi. 10.1002/fut.22497
- By:
- Publication type:
- Article
8
Lever up! An analysis of options trading in leveraged ETFs.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 6, p. 986, doi. 10.1002/fut.22502
- By:
- Publication type:
- Article
9
Journal of Futures Markets: Volume 44, Number 6, June 2024.
- Published in:
- Journal of Futures Markets, 2024, v. 44, n. 6, p. 877, doi. 10.1002/fut.22432
- Publication type:
- Article