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ERN: Futures (Topic)

ERN: Futures (Topic)
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Stoptions: Representations and Applications

Pub Date : 2021-09-23 DOI: 10.2139/ssrn.3929583 P. Carr

The Impacts of Futures Introduction on Spot Market Volatility: Evidence from the Bitcoin Market

Pub Date : 2021-08-12 DOI: 10.2139/ssrn.3903735 Chuanhai Zhang, Huan Ma, Gideon Bruce Arkorful, Zhe Peng

Forward Backward Stochastic Model of Financial Asset Pricing with Idiosyncratic Noise

Pub Date : 2021-06-01 DOI: 10.2139/ssrn.3858106 Pavel Levin
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