Cross-market soybean futures price discovery: does the Dalian Commodity Exchange affect the Chicago Board of Trade?

By Han Liyan   Liang Rong   Tang Ke  

Quantitative Finance, Vol. 13, Iss. 4, 2013-04 ,pp. : 613-626

Routledge Ltd

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Pricing a defaultable bond with a stochastic recovery rate

By Chiang Shu-Ling   Tsai Ming-Shann  

Quantitative Finance, Vol. 10, Iss. 1, 2010-01 ,pp. : 49-58

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Pricing and hedging of long-term futures and forward contracts by a three-factor model

By Shiraya Kenichiro   Takahashi Akihiko  

Quantitative Finance, Vol. 12, Iss. 12, 2012-12 ,pp. : 1811-1826

Routledge Ltd

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Investing in commodity futures markets: can pricing models help?

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The distribution of realised volatility: Evidence of normality and long memory in UK bond futures

By McMillan David G   Speight Alan E H  

Derivatives Use, Trading Regulation, Vol. 12, Iss. 3, 2006-11 ,pp. : 200-208

Palgrave Macmillan Ltd

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