No. 44-6, June 2024
Index
- A deep learning‐based financial hedging approach for the effective management of commodity risks
- A model‐free approximation for barrier options in a general stochastic volatility framework
- Considering momentum spillover effects via graph neural network in option pricing
- Futures trading costs and market microstructure invariance: Identifying bet activity
- Journal of Futures Markets: Volume 44, Number 6, June 2024
- Lever up! An analysis of options trading in leveraged ETFs
- Riemannian‐geometric regime‐switching covariance hedging
- SOFR term structure dynamics—Discontinuous short rates and stochastic volatility forward rates
- The impact of air pollution on crude oil futures market