1. A general jump‐diffusion process to price volatility derivatives. Issue 1 (31st October 2018) Authors: Yan, Cheng; Zhao, Bo Journal: Journal of futures markets Issue: Volume 39:Issue 1(2019) Page Start: 15 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. A hybrid information approach to predict corporate credit risk. Issue 9 (21st May 2018) Authors: Bu, Di; Kelly, Simone; Liao, Yin; Zhou, Qing Journal: Journal of futures markets Issue: Volume 38:Issue 9(2018) Page Start: 1062 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. A simple iteration algorithm to price perpetual Bermudan options under the lognormal jump‐diffusion‐ruin process. Issue 8 (26th March 2018) Authors: Chung, San‐Lin; Wang, Jr‐Yan Journal: Journal of futures markets Issue: Volume 38:Issue 8(2018) Page Start: 898 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. An approximation formula for normal implied volatility under general local stochastic volatility models. Issue 9 (5th July 2018) Authors: Karami, Yasaman; Shiraya, Kenichiro Journal: Journal of futures markets Issue: Volume 38:Issue 9(2018) Page Start: 1043 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. An efficient and stable method for short maturity Asian options. Issue 12 (27th July 2018) Authors: Chatterjee, Rupak; Cui, Zhenyu; Fan, Jiacheng; Liu, Mingzhe Journal: Journal of futures markets Issue: Volume 38:Issue 12(2018) Page Start: 1470 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Analysis of the clientele effect and the information content of short‐term index option returns in Taiwan. Issue 6 (15th March 2018) Authors: Pan, Ging‐Ginq; Shiu, Yung‐Ming; Wu, Tu‐Cheng Journal: Journal of futures markets Issue: Volume 38:Issue 6(2018) Page Start: 715 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Are there gains from using information over the surface of implied volatilities?. Issue 6 (23rd February 2018) Authors: Guo, Biao; Han, Qian; Lin, Hai Journal: Journal of futures markets Issue: Volume 38:Issue 6(2018) Page Start: 645 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Asymmetric spot‐futures price adjustments in grain markets. Issue 12 (28th October 2018) Authors: Wu, Zhige; Maynard, Alex; Weersink, Alfons; Hailu, Getu Journal: Journal of futures markets Issue: Volume 38:Issue 12(2018) Page Start: 1549 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Bank risk, financial stress, and bank derivative use. Issue 7 (23rd February 2018) Authors: Bliss, Barbara A.; Clark, Jeffrey A.; DeLisle, R. Jared Journal: Journal of futures markets Issue: Volume 38:Issue 7(2018) Page Start: 804 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. Call options with concave payoffs: An application to executive stock options. Issue 8 (25th April 2018) Authors: Bae, Kwangil; Kang, Jangkoo; Kim, Hwa‐Sung Journal: Journal of futures markets Issue: Volume 38:Issue 8(2018) Page Start: 943 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗