Asia-Pacific Financial Markets

Volume 23, Issue 4

December 2016

3 articles in this issue

Speculative Futures Trading under Mean Reversion
Tim Leung
Jiao Li
Zheng Wang
OriginalPaper 18 April 2016 Pages: 281 - 304
On the Price of Risk Under a Regime Switching CGMY Process
Pious Asiimwe
Charles Wilson Mahera
Olivier Menoukeu-Pamen
OriginalPaper Open access 03 September 2016 Pages: 305 - 335
An Asymptotic Expansion for Forward–Backward SDEs: A Malliavin Calculus Approach
Akihiko Takahashi
Toshihiro Yamada
OriginalPaper 22 September 2016 Pages: 337 - 373