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

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Past reports are in archives categorized by the published year.

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2024 2022

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