The quality option implicit in futures contracts
Year of publication: |
1984
|
---|---|
Authors: | Gay, Gerald D. ; Manaster, Steven |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 13.1984, 3, p. 353-370
|
Subject: | Börsentermingeschäft | Warenbörse |
-
Forward, option and spot markets in the UK power pool
Hunt, Sally, (1991)
-
Melamed, Leo, (1993)
-
Optimal hedging in a futures market with background noise and basis risk
Briys, Eric, (1994)
- More ...
-
Equilibrium treasury bond futures pricing in the presence of implict delivery options
Gay, Gerald D., (1991)
-
Implicit delivery options and optimal delivery strategies for financial futures contracts
Gay, Gerald D., (1986)
-
Implicit delivery options and optimal delivery strategies for financial futures contracts
Gay, Gerald D., (1986)
- More ...