No. 42-6, June 2022
Index
- Approximate pricing of American exchange options with jumps
- Does offshore NDF market influence onshore forex market? Evidence from India
- GARCH pricing and hedging of VIX options
- Journal of Futures Markets: Volume 42, Number 6, June 2022
- Nonlinear limits to arbitrage
- Overnight returns of industry exchange‐traded funds, investor sentiment, and futures market returns
- Resale options and heterogeneous beliefs
- The information in global interest rate futures contracts
- VIX option‐implied volatility slope and VIX futures returns