Journal of Futures Markets

Copyright © 2012 Wiley Periodicals, Inc., A Wiley Company

Cover image for Journal of Futures Markets

June 2007

Volume 27, Issue 6

Pages 517–615

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. The hidden martingale restriction in Gram-Charlier option prices (pages 517–534)

      Charles Corrado

      Article first published online: 4 APR 2007 | DOI: 10.1002/fut.20255

    2. Target redemption notes (pages 535–554)

      Chi Chiu Chu and Yue Kuen Kwok

      Article first published online: 4 APR 2007 | DOI: 10.1002/fut.20263

    3. The information content of option implied volatility surrounding the 1997 Hong Kong stock market crash (pages 555–574)

      Joseph K. W. Fung

      Article first published online: 4 APR 2007 | DOI: 10.1002/fut.20259

    4. A simplified approach to modeling the co-movement of asset returns (pages 575–598)

      Richard D. F. Harris, Evarist Stoja and Jon Tucker

      Article first published online: 4 APR 2007 | DOI: 10.1002/fut.20262

    5. The finite sample properties of the GARCH option pricing model (pages 599–615)

      George Dotsis and Raphael N. Markellos

      Article first published online: 4 APR 2007 | DOI: 10.1002/fut.20241

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