Journal of Futures Markets

Cover image for Journal of Futures Markets

June 2010

Volume 30, Issue 6

Pages 509–606

  1. Research Articles

    1. Top of page
    2. Research Articles
    1. Empirical tests of canonical nonparametric American option-pricing methods (pages 509–532)

      Jamie Alcock and Diana Auerswald

      Article first published online: 29 JUL 2009 | DOI: 10.1002/fut.20421

    2. Information content of volatility spreads (pages 533–558)

      Byung Jin Kang, Tong Suk Kim and Sun-Joong Yoon

      Article first published online: 31 AUG 2009 | DOI: 10.1002/fut.20432

    3. Equilibrium pricing of contingent claims in tradable permit markets (pages 559–589)

      Masaaki Kijima, Akira Maeda and Katsumasa Nishide

      Article first published online: 5 AUG 2009 | DOI: 10.1002/fut.20430