Journal of Futures Markets

Cover image for Journal of Futures Markets

February 2010

Volume 30, Issue 2

Pages 101–201

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. The information content of implied volatility: Evidence from Australia (pages 134–155)

      Bart Frijns, Christian Tallau and Alireza Tourani-Rad

      Article first published online: 21 JUL 2009 | DOI: 10.1002/fut.20405

    2. Pricing American options by canonical least-squares Monte Carlo (pages 175–187)

      Qiang Liu

      Article first published online: 21 JUL 2009 | DOI: 10.1002/fut.20409

      Corrected by:

      Erratum: Erratum to ”Pricing American options by canonical least-squares Monte Carlo„ by Q. Liu

      Vol. 30, Issue 11, 1105, Article first published online: 24 AUG 2010

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