Journal of Futures Markets

Cover image for Journal of Futures Markets

October 2005

Volume 25, Issue 10

Pages 917–1024

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. Pricing foreign equity options under Lévy processes (pages 917–944)

      Shian-Chang Huang and Mao-Wei Hung

      Article first published online: 18 AUG 2005 | DOI: 10.1002/fut.20171

    2. Position limits for cash-settled derivative contracts (pages 945–965)

      Hans R. Dutt and Lawrence E. Harris

      Article first published online: 18 AUG 2005 | DOI: 10.1002/fut.20179

    3. Price discovery in the aluminum market (pages 967–988)

      Isabel Figuerola-Ferretti and Christopher L. Gilbert

      Article first published online: 18 AUG 2005 | DOI: 10.1002/fut.20173

    4. Estimating the optimal hedge ratio with focus information criterion (pages 1011–1024)

      Donald Lien and Keshab Shrestha

      Article first published online: 18 AUG 2005 | DOI: 10.1002/fut.20166

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