Journal of Futures Markets

Cover image for Journal of Futures Markets

March 2008

Volume 28, Issue 3

Pages 213–311

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. Closed-form option pricing formulas with extreme events (pages 213–230)

      António Câmara and Steven L. Heston

      Article first published online: 8 JAN 2008 | DOI: 10.1002/fut.20298

    2. Hedging under counterparty credit uncertainty (pages 248–263)

      Olivier Mahul and J. David Cummins

      Article first published online: 8 JAN 2008 | DOI: 10.1002/fut.20287

    3. Path-dependent currency options with mean reversion (pages 275–293)

      Hoi Ying Wong and Ka Yung Lau

      Article first published online: 8 JAN 2008 | DOI: 10.1002/fut.20306

    4. Intraday behavior of market depth in a competitive dealer market: A note (pages 294–307)

      Alex Frino, Andrew Lepone and Grant Wearin

      Article first published online: 8 JAN 2008 | DOI: 10.1002/fut.20300

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