Journal of Futures Markets

Cover image for Journal of Futures Markets

January 2002

Volume 22, Issue 1

Pages 1–94

    1. Estimating Implied PDFs From American Options on Futures: A New Semiparametric Approach (pages 1–30)

      Dimitris Flamouris and Daniel Giamouridis

      Article first published online: 8 NOV 2001 | DOI: 10.1002/fut.2205

    2. Hedging in Futures and Options Markets with Basis Risk (pages 59–72)

      Olivier Mahul

      Article first published online: 8 NOV 2001 | DOI: 10.1002/fut.2207

    3. Valuation and Hedging of Differential Swaps (pages 73–94)

      Chuang-Chang Chang, San-Lin Chung and Min-Teh Yu

      Article first published online: 8 NOV 2001 | DOI: 10.1002/fut.2208

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