Journal of Futures Markets Issues Research Articles in April 2020 Edition
March 11, 2020
March 11, 2020
MEDFORD, Massachusetts, March 11 -- The Journal of Futures Markets, a journal that says it features developments in financial futures and derivatives, published research articles on the following topics in its April 2020 edition:
* Efficient trinomial trees for local-volatility models in pricing double-barrier options
* Estimating the connectedness of commodity futures using a network approach
* Futures market hedging efficiency in a new futures exchange: E . . .
* Efficient trinomial trees for local-volatility models in pricing double-barrier options
* Estimating the connectedness of commodity futures using a network approach
* Futures market hedging efficiency in a new futures exchange: E . . .