Journal of Futures Markets

Widdicks, M. , Taylor, S., Tzeng, C. 2018. Information About Price and Volatility Jumps Inferred from Option Prices. Journal of Futures Markets, 1-21

Widdicks, M. , Andricopoulos, A., Duck, P., Newton, D. 2002. On the enhanced convergence of lattice methods for option pricing. Journal of Futures Markets, 22: 315 - 338

France, V. , Canoles, W., Thompson, S., Irwin, S. 2002. An Analysis of the Profiles and Motivations of Habitual Commodity Speculators. Journal of Futures Markets SSRN Abstract

Kao, G. 1992. Memories, Heteroscedasticity, and Price Limit in Currency Futures Market. Journal of Futures Markets

Kao, G., Ma, C., Maberly, E. 1989. The Daily Effect in the Gold Market: A Reply. Journal of Futures Markets