Correction to “Determinants of Price Discovery in Option Markets: An Interpretable Machine Learning Perspective”

IF 2.8 4区经济学 Q2 BUSINESS, FINANCE

Journal of Futures Markets Pub Date : 2026-08-04 Epub Date: 2026-07-12 DOI:10.1002/fut.70130

引用次数: 0

Abstract

Liang, J., D. Yang, and Q. Han. 2026. “Determinants of Price Discovery in Option Markets: An Interpretable Machine Learning Perspective.” Journal of Futures Markets 46: 237–261.

There is a factual error in the affiliation for the third (and corresponding) author, Qian Han. The current version “Lingnan College, Sun Yat-Sen University, Hunan University, Guangzhou, Guangdong, China.” is incorrect.

Please remove “Hunan University”. The correct affiliation should be: “Lingnan College, Sun Yat- sen University, Guangzhou, Guangdong, China.”

We apologize for this error.

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修正“期权市场价格发现的决定因素：可解释的机器学习视角”

梁军，杨德东，韩琪。2026。期权市场中价格发现的决定因素：一个可解释的机器学习视角。期货市场学报，46(6):387 - 391。第三位作者（通讯作者）韩谦的隶属关系存在事实错误。目前的版本“中国广东广州中山大学、湖南大学岭南学院”是不正确的。请删除“湖南大学”。正确的隶属关系应为：“中国广东省广州市中山大学岭南学院”。我们为这个错误道歉。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Journal of Futures Markets BUSINESS, FINANCE-

CiteScore

3.70

自引率

15.80%

发文量

期刊介绍： The Journal of Futures Markets chronicles the latest developments in financial futures and derivatives. It publishes timely, innovative articles written by leading finance academics and professionals. Coverage ranges from the highly practical to theoretical topics that include futures, derivatives, risk management and control, financial engineering, new financial instruments, hedging strategies, analysis of trading systems, legal, accounting, and regulatory issues, and portfolio optimization. This publication contains the very latest research from the top experts.