International Journal of Financial Markets and Derivatives (IJFMD)

International Journal of Financial Markets and Derivatives

2014 Vol.3 No.3


Pages Title and author(s)
191-221Option pricing based on the generalised Tukey distribution
José Alfredo Jiménez; Viswanathan Arunachalam; Gregorio Manuel Serna
DOI: 10.1504/IJFMD.2014.059626
222-240The VIX, VXO and realised volatility: a test of lagged and contemporaneous relationships
Binay K. Adhikari; Jimmy E. Hilliard
DOI: 10.1504/IJFMD.2014.059637
241-259Hedging price changes in the S&P 500 options and futures contracts: the effect of different measures of implied volatility
Jitka Hilliard
DOI: 10.1504/IJFMD.2014.059638
260-292Barrier options in three dimensions
Marcos Escobar; Sebastian Ferrando; Xianzhang Wen
DOI: 10.1504/IJFMD.2014.059642

 

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