Price Discovery in China's Crude Oil Derivatives Market.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 5, p. 473, doi. 10.1002/fut.22578
- By:
- Publication type:
- Article
Works matching IS 02707314 AND DT 2025 AND VI 45 AND IP 5
Results: 7
1
2
Appraising Model Complexity in Option Pricing.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 5, p. 455, doi. 10.1002/fut.22575
- By:
- Publication type:
- Article
3
A Closed‐Form Formula for Pricing European Options With Stochastic Volatility, Regime Switching, and Stochastic Market Liquidity.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 5, p. 429, doi. 10.1002/fut.22573
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- Publication type:
- Article
4
Drilling and DUCs in the Permian Basin.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 5, p. 395, doi. 10.1002/fut.22571
- By:
- Publication type:
- Article
5
Dynamic Interaction Networks and Frequency Domain Features of Speculation and Volatility in US Energy Futures Markets.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 5, p. 407, doi. 10.1002/fut.22570
- By:
- Publication type:
- Article
6
Journal of Futures Markets: Volume 45, Number 5, May 2025.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 5, p. 393, doi. 10.1002/fut.22521
- Publication type:
- Article
7
Pricing Basket Spread Options With Default Risk Under GARCH‐Jump Models.
- Published in:
- Journal of Futures Markets, 2025, v. 45, n. 5, p. 441, doi. 10.1002/fut.22574
- By:
- Publication type:
- Article