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~isPartOf:"Discussion paper"
~person:"Bühler, Wolfgang"
~person:"Manning, Alan"
~subject:"Deckungsgeschäft"
~type_genre:"Graue Literatur"
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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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