Futures & Options Report

This site lists reports written in English by researchers or practitioners working on the front line of derivatives market to study futures and options from various aspects.

Latest Report

February 2024 (Vol.6) 

THE STRONG MARKOV PROPERTY APPLIED TO OPTION PRICING PART II

Graduate School of Economics, Kyoto University
MASAHIKO EGAMI

Archives

Past reports are in archives categorized by the published year.

List of Futures & Options Report icon-pdf

2024 2022

Notice for the arrival of latest report

JPX Derivatives Newsletter provides the information of the report publication.

JPX Derivatives Newsletter