Journal of Futures Markets

Cover image for Journal of Futures Markets

August 2006

Volume 26, Issue 8

Pages 733–841

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. Improving lattice schemes through bias reduction (pages 733–757)

      Michel Denault, Geneviève Gauthier and Jean-Guy Simonato

      Version of Record online: 21 JUN 2006 | DOI: 10.1002/fut.20221

    2. Option pricing for the transformed-binomial class (pages 759–788)

      António Câmara and San-Lin Chung

      Version of Record online: 21 JUN 2006 | DOI: 10.1002/fut.20218

    3. Liquidity risk and the hedging role of options (pages 789–808)

      Kit Pong Wong and Jianguo Xu

      Version of Record online: 21 JUN 2006 | DOI: 10.1002/fut.20217

    4. Multifactor implied volatility functions for HJM models (pages 809–833)

      I-Doun Kuo and Dean A. Paxson

      Version of Record online: 21 JUN 2006 | DOI: 10.1002/fut.20215

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