Volume 23; Issue 1

Journal of Futures Markets

Volume 23; Issue 1
1

Stochastic volatility and the mean reverting process

Sotirios Sabanis
Journal:
Journal of Futures Markets
Year:
2003
Language:
english
File:
PDF, 130 KB
english, 2003
3

Expiration day effects: The case of Hong Kong

Ying-Foon Chow, Haynes H. M. Yung, Hua Zhang
Journal:
Journal of Futures Markets
Year:
2003
Language:
english
File:
PDF, 128 KB
english, 2003
4

The valuation of reset options with multiple strike resets and reset dates

Szu-Lang Liao, Chou-Wen Wang
Journal:
Journal of Futures Markets
Year:
2003
Language:
english
File:
PDF, 269 KB
english, 2003
5

The behavior and performance of major types of futures traders

Changyun Wang
Journal:
Journal of Futures Markets
Year:
2003
Language:
english
File:
PDF, 166 KB
english, 2003