No. 43-5, May 2023
Index
- A tale of two premiums revisited
- Analytically pricing exchange options with stochastic liquidity and regime switching
- Journal of Futures Markets: Volume 43, Number 5, May 2023
- JPMCC International Commodities Symposium
- Optimal futures hedging by using realized semicovariances: The information contained in signed high‐frequency returns
- Strategic trading and manipulation in trade at settlement contracts
- The GameStop short squeeze: Put–call parity and the effect of frictions before, during and after the squeeze