No. 38-9, September 2018
Index
- A hybrid information approach to predict corporate credit risk
- An approximation formula for normal implied volatility under general local stochastic volatility models
- Good jump, bad jump, and option valuation
- Is stock return predictability of option‐implied skewness affected by the market state?
- Journal of Futures Markets: Volume 38, Number 9, September 2018
- Modeling temperature behaviors: Application to weather derivative valuation
- Pairs‐trading and spread persistence in the European stock market
- VIX futures pricing with conditional skewness
- What drives informed trading before public releases? Evidence from natural gas inventory announcements