The Pricing of SPI Futures Options with Daily Futures Style Margin Payments
Year of publication: |
1996
|
---|---|
Authors: | Twite, Garry |
Published in: |
Australian Journal of Management. - Australian School of Business. - Vol. 21.1996, 2, p. 139-157
|
Publisher: |
Australian School of Business |
Subject: | FUTURES MARKET | FUTURES OPTIONS | OPTION PRICING |
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