| Journal of Futures Markets 2008 |
| Title | Subject | Authors |
|---|
| A further note on the optimality of the OLS hedge strategy.(Report) | Business, general | Lien, Donald |
| Closed-forum pricing formulas with extreme events.(Report) | Business, general | Camara, Antonio, Heston, Steven L. |
| Does deliverability enhance the value of U.S. Treasury bonds?(Report) | Business, general | Kuipers, David R. |
| Hedging under counterparty credit uncertainty.(Report) | Business, general | Cummins, J. David, Mahul, Olivier |
| Interdealer inference and price discovery.(Report) | Business, general | Locke, Peter, Huang, Tzu-Man |
| Intraday behavior of market depth in a competitive dealer market: a note.(Report) | Business, general | Frino, Alex, Lepone, Andrew, Wearin, Grant |
| Multi-period hedge ratios for a multi-asset portfolio when accounting for returns co-movement.(Report) | Business, general | Fernandez, Viviana |
| Optimal futures heading: quadratic versus exponential utility functions.(Report) | Business, general | Lien, Donald |
| Path-dependent currency options with mean reversion.(Report) | Business, general | Wong, Hoi Ying, Lau, Ka Yung |
| The compatibility of one-factor market models in caps and swaptions markets: evidence from their dynamic hedging performance.(Report) | Business, general | An, Yunbi, Suo, Wulin |
| Value at risk and conditional extreme value theory via Markov regime switching models.(Report) | Business, general | Ze-To, Samuel |
| Valuing stock options when prices are subject to a lower boundary.(Report) | Business, general | Veestraeten, Dirk |
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