31. A short cut: Directly pricing VIX futures with discrete‐time long memory model and asymmetric jumps. Issue 4 (28th December 2020) Authors: Yin, Fangsheng; Bian, Yang; Wang, Tianyi Journal: Journal of futures markets Issue: Volume 41:Issue 4(2021) Page Start: 458 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
32. A Simple Econometric Approach for Modeling Stress Event Intensities. Issue 4 (16th October 2014) Authors: Jobst, Rainer; Rösch, Daniel; Scheule, Harald; Schmelzle, Martin Journal: Journal of futures markets Issue: Volume 35:Issue 4(2015:Apr.) Page Start: 300 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
33. 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) ↗
34. A simple method for extracting the probability of default from American put option prices. Issue 10 (19th June 2020) Authors: Chang, Bo Young; Orosi, Greg Journal: Journal of futures markets Issue: Volume 40:Issue 10(2020) Page Start: 1535 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
35. A Skellam market model for loan prime rate options. Issue 3 (27th September 2021) Authors: Chen, Zhanyu; Zhang, Kai; Zhao, Hongbiao Journal: Journal of futures markets Issue: Volume 42:Issue 3(2022) Page Start: 525 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
36. A smiling bear in the equity options market and the cross‐section of stock returns. Issue 11 (11th February 2019) Authors: Park, Haehean; Kim, Baeho; Shim, Hyeongsop Journal: Journal of futures markets Issue: Volume 39:Issue 11(2019) Page Start: 1360 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
37. A Stochastic Dynamic Program for Valuing Options on Futures. Issue 12 (23rd October 2013) Authors: Ayadi, Mohamed A.; Ben‐Ameur, Hatem; Kirillov, Tymur; Welch, Robert Journal: Journal of futures markets Issue: Volume 34:Issue 12(2014:Dec.) Page Start: 1185 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
38. A stochastic‐volatility equity‐price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first‐passage default model. Issue 12 (8th August 2022) Authors: Dai, Tian‐Shyr; Fan, Chen‐Chiang; Liu, Liang‐Chih; Wang, Chuan‐Ju; Wang, Jr‐Yan Journal: Journal of futures markets Issue: Volume 42:Issue 12(2022) Page Start: 2103 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
39. A systemic change of measure from central clearing. Issue 9 (16th December 2021) Authors: Hwang, Injun; Kim, Baeho Journal: Journal of futures markets Issue: Volume 42:Issue 9(2022) Page Start: 1738 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
40. A tale of two contracts: Examining the behavior of bid–ask spreads of corn futures in China. Issue 6 (15th April 2023) Authors: Li, Miao; Xiong, Tao; Li, Ziran Journal: Journal of futures markets Issue: Volume 43:Issue 6(2023) Page Start: 792 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗