Green Journals

Dynamic co-movement and pricing dominance in global copper futures markets: evidence from emerging and developed exchanges

Yang Zhu, Xinchao Yao

2026-10-7 Vol. 29 Issue 1

DOI: 10.1007/s11147-026-09249-4

Calibrated predictive regions for static hedging of piecewise-affine claims with option portfolios

Nikolaos Halidias

2026-9-16 Vol. 29 Issue 1

DOI: 10.1007/s11147-026-09248-5

Valuation of cross-inverse cryptocurrency options with multi-scale stochastic volatility and correlation dynamics

Angelo E. Marasigan

2026-9-16 Vol. 29 Issue 1

DOI: 10.1007/s11147-026-09247-6

Does managerial ability affect financial derivatives usage? Evidence from China

Kun Su, Miaomiao Zhang, Chengyun Liu et al.

2026-9-2 Vol. 29 Issue 1

DOI: 10.1007/s11147-026-09245-8

Collared takeover exchange options with ratio barriers: practical extensions of the Haug–Haug knock-in/out Margrabe formula

Espen Gaarder Haug

2026-8-29 Vol. 29 Issue 1

DOI: 10.1007/s11147-026-09246-7

Correction: How do option contract sizes affect investor composition and market quality?

Jaeram Lee, Doojin Ryu, Robert Webb

2026-8-14 Vol. 29 Issue 1

DOI: 10.1007/s11147-026-09244-9

Multivariate Gauss-Hermite expansions and applications to option pricing

Xingchun Wang, Xuewen Zhao

2026-7-28 Vol. 29 Issue 1

DOI: 10.1007/s11147-026-09240-z

Correction: An integrated optimisation model for pricing and hedging oil derivatives

Teemu Pennanen, Luciane Sbaraini Bonatto

2026-7-24 Vol. 29 Issue 1

DOI: 10.1007/s11147-026-09239-6

Anomalies and optionability

Julian Böll, Julian Thimme, Marliese Uhrig-Homburg

2026-7-6 Vol. 29 Issue 1

DOI: 10.1007/s11147-026-09242-x

Selective forgetting in option calibration: an operator-theoretic Gauss–Newton framework

Ahmet Umur Özsoy

2026-7-6 Vol. 29 Issue 1

DOI: 10.1007/s11147-026-09243-w

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