Journal of Futures Markets

Cover image for Journal of Futures Markets

March 2007

Volume 27, Issue 3

Pages 203–303

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. Valuing real options using implied binomial trees and commodity futures options (pages 203–226)

      Tom Arnold, Timothy Falcon Crack and Adam Schwartz

      Article first published online: 17 JAN 2007 | DOI: 10.1002/fut.20243

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      An examination of momentum strategies in commodity futures markets (pages 227–256)

      Qian Shen, Andrew C. Szakmary and Subhash C. Sharma

      Article first published online: 17 JAN 2007 | DOI: 10.1002/fut.20252

    3. Pricing American exchange options in a jump-diffusion model (pages 257–273)

      Snorre Lindset

      Article first published online: 17 JAN 2007 | DOI: 10.1002/fut.20247

    4. Multifactor and analytical valuation of treasury bond futures with an embedded quality option (pages 275–303)

      João Pedro Vidal Nunes and Luís Alberto Ferreira De Oliveira

      Article first published online: 17 JAN 2007 | DOI: 10.1002/fut.20250

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