Journal of Futures Markets

Cover image for Journal of Futures Markets

May 2003

Volume 23, Issue 5

Pages 415–516

    1. Pricing of moving-average-type options with applications (pages 415–440)

      Chih-Hao Kao and Yuh-Dauh Lyuu

      Article first published online: 21 MAR 2003 | DOI: 10.1002/fut.10072

    2. Bid-ask spreads, volatility, quote revisions, and trades of thinly traded futures contracts (pages 455–486)

      David K. Ding and Charlie Charoenwong

      Article first published online: 21 MAR 2003 | DOI: 10.1002/fut.10071

    3. Analytic approximation formulae for pricing forward-starting Asian options (pages 487–516)

      Chueh-Yung Tsao, Chuang-Chang Chang and Chung-Gee Lin

      Article first published online: 21 MAR 2003 | DOI: 10.1002/fut.10070

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