International Journal of Financial Markets and Derivatives
2010 Vol.1 No.2
Pages | Title and author(s) |
125-154 | No arbitrage pricing of non-marketed claims in multi-period marketsChristos E. Kountzakis DOI: 10.1504/IJFMD.2010.032465 |
155-168 | Forecast evaluation in daily commodities futures marketsPeriklis Gogas, Apostolos Serletis DOI: 10.1504/IJFMD.2010.032466 |
169-174 | Universality of stock option prices: an empirical resultZ.J. Yang, Angel Yang DOI: 10.1504/IJFMD.2010.032467 |
175-195 | Pricing and hedging wholesale energy structured products: a comparison of numerical methods for VPPEnzo Fanone DOI: 10.1504/IJFMD.2010.032468 |
196-212 | Hedging effectiveness in shipping industry during financial crisesAristeidis Samitas, Ioannis Tsakalos DOI: 10.1504/IJFMD.2010.032469 |
213-242 | Regime switching stochastic volatility option pricingSovan Mitra DOI: 10.1504/IJFMD.2010.032470 |