Journal of Futures Markets

Cover image for Journal of Futures Markets

October 2003

Volume 23, Issue 10

Pages 915–1017

    1. Approximating American option prices in the GARCH framework (pages 915–929)

      Jin-Chuan Duan, Geneviève Gauthier, Caroline Sasseville and Jean-Guy Simonato

      Article first published online: 20 AUG 2003 | DOI: 10.1002/fut.10096

    2. A first look at the empirical relation between spot and futures electricity prices in the United States (pages 931–955)

      Hany A. Shawky, Achla Marathe and Christopher L. Barrett

      Article first published online: 20 AUG 2003 | DOI: 10.1002/fut.10093

    3. On the adequacy of single-stock futures margining requirements (pages 989–1002)

      Hans R. Dutt and Ira L. Wein

      Article first published online: 20 AUG 2003 | DOI: 10.1002/fut.10094

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