Journal of Futures Markets Issues Research Articles in December 2022 Edition
November 14, 2022
November 14, 2022
MEDFORD, Massachusetts, Nov. 14 -- The Journal of Futures Markets, a journal that says it features developments in financial futures and derivatives, published research articles, including the following topics, in its December 2022 edition:
RESEARCH ARTICLES:
* A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
* Forecasting realized volatility: . . .
RESEARCH ARTICLES:
* A stochastic-volatility equity-price tree for pricing convertible bonds with endogenous firm values and default risks determined by the first-passage default model
* Forecasting realized volatility: . . .