Derivatives Pricing on Integrated Diffusion Processes: A General Perturbation Approach

JOURNAL ARTICLE published June 2015 in Journal of Futures Markets

Authors: Minqiang Li

Currency Overlay for Global Equity Portfolios: Cross‐Hedging and Base Currency

JOURNAL ARTICLE published February 2015 in Journal of Futures Markets

Authors: Wei Opie | Jonathan Dark

JOURNAL ISSUE published April 2014 in Journal of Futures Markets

Do Option Strategy Traders Have a Disadvantage? Evidence from the Australian Options Market

JOURNAL ARTICLE published September 2014 in Journal of Futures Markets

Authors: Anthony Flint | Andrew Lepone | Jin Young Yang

The Demand for Warrants and Issuer Pricing Strategies

JOURNAL ARTICLE published December 2015 in Journal of Futures Markets

Authors: Rainer Baule | Philip Blonski

JOURNAL ISSUE published February 2015 in Journal of Futures Markets

Equivalent delivery procedures for gnma futures contracts and options

JOURNAL ARTICLE published March 1984 in Journal of Futures Markets

Authors: Walter L. Eckardt

A semi‐strong form test of the efficiency of the treasury bond futures market

JOURNAL ARTICLE published September 1985 in Journal of Futures Markets

Authors: Don M. Chance

Legal and regulatory developments

JOURNAL ARTICLE published December 1986 in Journal of Futures Markets

Authors: Frederick L. White

JOURNAL ISSUE published December 1988 in Journal of Futures Markets

Spread volatility in commodity futures: The length effect

JOURNAL ARTICLE published March 1984 in Journal of Futures Markets

Authors: Mark G. Castelino | Ashok Vora

Masthead

JOURNAL ARTICLE published August 1987 in Journal of Futures Markets

JOURNAL ISSUE published June 1988 in Journal of Futures Markets

Designing spreads in forward exchange contracts and foreign exchange futures

JOURNAL ARTICLE published December 1983 in Journal of Futures Markets

Authors: Michael Adler

Macro versus micro futures hedges at commercial banks

JOURNAL ARTICLE published March 1984 in Journal of Futures Markets

Authors: Robert W. Kolb | Stephen G. Timme | Gerald D. Gay

Intertemporal price volatility of foreign currency futures contracts

JOURNAL ARTICLE published June 1984 in Journal of Futures Markets

Authors: Robert M. Eldridge

Using futures to improve treasury bill portfolio performance

JOURNAL ARTICLE published April 1988 in Journal of Futures Markets

Authors: S. Scott MacDonal | Richard L. Peterson | Timothy W. Koch

Hedging in the treasury bill futures market when the hedged instrument and the deliverable instrument are not matched

JOURNAL ARTICLE published December 1989 in Journal of Futures Markets

Authors: George M. McCabe | Donald P. Solberg

Masthead

JOURNAL ARTICLE published April 1990 in Journal of Futures Markets

Analyzing portfolios with derivative assets: A stochastic dominance approach using numerical integration

JOURNAL ARTICLE published August 1991 in Journal of Futures Markets

Authors: Robert Brooks