Journal of Futures Markets

Copyright © 2013 Wiley Periodicals, Inc., A Wiley Company

Cover image for Journal of Futures Markets

January 2007

Volume 27, Issue 1

Pages 1–104

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. Options listings and individual equity volatility (pages 1–27)

      Daniel Jubinski and Marc Tomljanovich

      Article first published online: 10 NOV 2006 | DOI: 10.1002/fut.20227

    2. An efficient approximation method for American exotic options (pages 29–59)

      Geunhyuk Chang, Jangkoo Kang, Hwa-Sung Kim and In Joon Kim

      Article first published online: 10 NOV 2006 | DOI: 10.1002/fut.20230

    3. Extreme volatility, speculative efficiency, and the hedging effectiveness of the oil futures markets (pages 61–84)

      Lorne N. Switzer and Mario El-Khoury

      Article first published online: 10 NOV 2006 | DOI: 10.1002/fut.20235

    4. Back to the future: Futures margins in a future credit default swap index futures market (pages 85–104)

      Hans N. E. Byström

      Article first published online: 10 NOV 2006 | DOI: 10.1002/fut.20234

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