Volume 31; Issue 10

Journal of Futures Markets

Volume 31; Issue 10
1

American option valuation: Implied calibration of GARCH pricing models

Michael Weber, Marcel Prokopczuk
Journal:
Journal of Futures Markets
Année:
2011
Langue:
english
Fichier:
PDF, 151 KB
english, 2011
2

On the calibration of mortality forward curves

Johnny Siu-Hang Li, Andrew Cheuk-Yin Ng, Wai-Sum Chan
Journal:
Journal of Futures Markets
Année:
2011
Langue:
english
Fichier:
PDF, 348 KB
english, 2011
3

Dominant markets, staggered openings, and price discovery

Bahram Adrangi, Arjun Chatrath, Rohan A. Christie-David, Kiseop Lee
Journal:
Journal of Futures Markets
Année:
2011
Langue:
english
Fichier:
PDF, 322 KB
english, 2011
4

The Fed's policy decisions and implied volatility

Sami Vähämaa, Janne Äijö
Journal:
Journal of Futures Markets
Année:
2011
Langue:
english
Fichier:
PDF, 2.03 MB
english, 2011