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Discussion paper
Annales d'économie et de statistique
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Finanzintermediation : theoretische, wirtschaftspolitische und praktische Aspekte aktueller Entwicklungen im Bank- und Börsenwesen : Festschrift für Professor Dr. Wolfgang Gerke zum sechzigsten Geburtstag
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The value of the early unwind option in futures contracts with an endogenous basis
Bühler, Wolfgang
;
Kempf, Alexander
-
1994
by arbitrage trading the underlying of the option depends contrary to standard option pricing
theory
on the unwind option …
Persistent link: https://www.econbiz.de/10011621485
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The value of the early unwind option in futures contracts with an endogenous basis
Bühler, Wolfgang
;
Kempf, Alexander
-
1994
Persistent link: https://www.econbiz.de/10013427973
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