The design and pricing of fixed- and moving-window contracts: An application of Asian-Basket option pricing methods to the hog-finishing sector
Year of publication: |
2003
|
---|---|
Authors: | Shao, Renyuan ; Roe, Brian |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 23.2003, 11, p. 1047-1074
|
Saved in:
Saved in favorites
Similar items by person
-
Shao, Renyuan, (2003)
-
Shao, Renyuan, (2003)
-
Shao, Renyuan, (2001)
- More ...