Nonsimultaneity and Futures Option Pricing: Simulation and Empirical Evidence
Year of publication: |
2002-12
|
---|---|
Authors: | Hibbard, Robert E.J. ; Brown, Rob ; McLaren, Keith R. |
Institutions: | Department of Econometrics and Business Statistics, Monash Business School |
Subject: | Nonsimultaneity | Futures option | Mispricing |
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