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There are 10661 results for: content related to: Long-term Futures Curves and Seasonal Structures of Wheat in the European Union and the United States

  1. A Multiphase, Flexible, and Accurate Lattice for Pricing Complex Derivatives with Multiple Market Variables

    Journal of Futures Markets

    Volume 33, Issue 9, September 2013, Pages: 795–826, Tian-Shyr Dai, Chuan-Ju Wang and Yuh-Dauh Lyuu

    Version of Record online : 20 JUN 2012, DOI: 10.1002/fut.21565

  2. Valuation Bounds on Barrier Options Under Model Uncertainty

    Journal of Futures Markets

    Volume 33, Issue 3, March 2013, Pages: 199–234, Yi Hong

    Version of Record online : 13 FEB 2012, DOI: 10.1002/fut.21545

  3. Option Valuation Under a Double Regime-Switching Model

    Journal of Futures Markets

    Volume 34, Issue 5, May 2014, Pages: 451–478, Yang Shen, Kun Fan and Tak Kuen Siu

    Version of Record online : 28 MAR 2013, DOI: 10.1002/fut.21613

  4. The Term Structure of VIX

    Journal of Futures Markets

    Volume 32, Issue 12, December 2012, Pages: 1092–1123, Xingguo Luo and Jin E. Zhang

    Version of Record online : 16 AUG 2012, DOI: 10.1002/fut.21572

  5. Optimal Futures Hedging Under Multichain Markov Regime Switching

    Journal of Futures Markets

    Volume 34, Issue 2, February 2014, Pages: 173–202, Her-Jiun Sheu and Hsiang-Tai Lee

    Version of Record online : 9 NOV 2012, DOI: 10.1002/fut.21583

  6. Dividend-Rollover Effect and the Ad Hoc Black-Scholes Model

    Journal of Futures Markets

    Volume 32, Issue 8, August 2012, Pages: 742–772, Youngsoo Choi, Steven J. Jordan and Soonchan Ok

    Version of Record online : 7 FEB 2012, DOI: 10.1002/fut.21541

  7. Dynamic Implied Correlation Modeling and Forecasting in Structured Finance

    Journal of Futures Markets

    Volume 33, Issue 11, November 2013, Pages: 994–1023, Sebastian Löhr, Olga Mursajew, Daniel Rösch and Harald Scheule

    Version of Record online : 24 JUN 2013, DOI: 10.1002/fut.21626

  8. Risk Analysis and Hedging of Parisian Options under a Jump-Diffusion Model

    Journal of Futures Markets

    Volume 36, Issue 9, September 2016, Pages: 819–850, Kyoung-Kuk Kim and Dong-Young Lim

    Version of Record online : 13 OCT 2015, DOI: 10.1002/fut.21757

  9. Multiscale Stochastic Volatility with the Hull–White Rate of Interest

    Journal of Futures Markets

    Volume 34, Issue 9, September 2014, Pages: 819–837, Jeong-Hoon Kim, Ji-Hun Yoon and Seok-Hyon Yu

    Version of Record online : 14 JUN 2013, DOI: 10.1002/fut.21625

  10. Pricing Vulnerable Options with Correlated Credit Risk Under Jump-Diffusion Processes

    Journal of Futures Markets

    Volume 34, Issue 10, October 2014, Pages: 957–979, Lihui Tian, Guanying Wang, Xingchun Wang and Yongjin Wang

    Version of Record online : 7 JUN 2013, DOI: 10.1002/fut.21629

  11. Hedging Industrial Metals With Stochastic Volatility Models

    Journal of Futures Markets

    Volume 34, Issue 8, August 2014, Pages: 704–730, Qingfu Liu, Michael T. Chng and Dongxia Xu

    Version of Record online : 3 APR 2014, DOI: 10.1002/fut.21671

  12. The Nelson–Siegel Model of the Term Structure of Option Implied Volatility and Volatility Components

    Journal of Futures Markets

    Volume 34, Issue 8, August 2014, Pages: 788–806, Biao Guo, Qian Han and Bin Zhao

    Version of Record online : 19 FEB 2014, DOI: 10.1002/fut.21653

  13. Risk-Free Rates and Variance Futures Prices

    Journal of Futures Markets

    Volume 36, Issue 10, October 2016, Pages: 943–967, Leonidas S. Rompolis

    Version of Record online : 23 DEC 2015, DOI: 10.1002/fut.21767

  14. A Term Structure Model for VIX Futures

    Journal of Futures Markets

    Volume 33, Issue 5, May 2013, Pages: 421–442, Bujar Huskaj and Marcus Nossman

    Version of Record online : 15 MAR 2012, DOI: 10.1002/fut.21550

  15. High Moment Variations and Their Application

    Journal of Futures Markets

    Volume 34, Issue 11, November 2014, Pages: 1040–1061, Geon Ho Choe and Kyungsub Lee

    Version of Record online : 16 JUL 2013, DOI: 10.1002/fut.21635

  16. Cross Hedging with Currency Forward Contracts

    Journal of Futures Markets

    Volume 33, Issue 7, July 2013, Pages: 653–674, Kit Pong Wong

    Version of Record online : 15 MAY 2012, DOI: 10.1002/fut.21561

  17. Differences in the Prices of Vulnerable Options with Different Counterparties

    Journal of Futures Markets

    Volume 37, Issue 2, February 2017, Pages: 148–163, Xingchun Wang

    Version of Record online : 19 MAY 2016, DOI: 10.1002/fut.21789

  18. Petroleum Term Structure Dynamics and the Role of Regimes

    Journal of Futures Markets

    Volume 35, Issue 2, February 2015, Pages: 163–185, Nikos K. Nomikos and Panos K. Pouliasis

    Version of Record online : 23 FEB 2014, DOI: 10.1002/fut.21657

  19. Implied Risk Neutral Densities From Option Prices: Hypergeometric, Spline, Lognormal, and Edgeworth Functions

    Journal of Futures Markets

    Volume 35, Issue 7, July 2015, Pages: 655–678, André Santos and João Guerra

    Version of Record online : 1 APR 2014, DOI: 10.1002/fut.21668

  20. Hoarding the Herd: The Convenience of Productive Stocks

    Journal of Futures Markets

    Volume 35, Issue 7, July 2015, Pages: 679–694, Frank Asche, Atle Oglend and Dengjun Zhang

    Version of Record online : 22 APR 2014, DOI: 10.1002/fut.21679