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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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On the existence of arbitrage : free measures in contingent claim valuation
Christopeit, Norbert - 1991
Persistent link: https://www.econbiz.de/10000834041
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Three essays in market microstructure
Zabotina, Tatyana V. - 2002
Persistent link: https://www.econbiz.de/10003777581
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The economics of financial markets
Bailey, Roy E. - 2005 - 1. publ.
Persistent link: https://www.econbiz.de/10002166143
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A test of the cost carry relationship using 90-Day Bank accepted bills and the all ordinaries share price index
Heaney, Richard A. - In: Australian journal of management 20 (1995) 1, pp. 75-104
Persistent link: https://www.econbiz.de/10001192131
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A test of the cost of carry relationship for the Australian 90 day bank accepted bill futures market
Heaney, Richard A. - In: Applied financial economics 6 (1996) 2, pp. 143-153
Persistent link: https://www.econbiz.de/10001198670
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An application of arbitrage pricing theory to futures markets : tests of normal backwardation
Ehrhardt, Michael C. - In: The journal of futures markets 7 (1987) 1, pp. 21-34
Persistent link: https://www.econbiz.de/10001149664
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Bewertung derivativer Finanztitel in zeit- und zustandsdiskreten Modellen
Schlag, Christian - 1995
Persistent link: https://www.econbiz.de/10013340902
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Cloud computing spot pricing dynamics : latency and limits to arbitrage
Cheng, Hsing Kenneth; Li, Zhi; Naranjo, Andy - In: Information systems research : ISR 27 (2016) 1, pp. 145-165
Persistent link: https://www.econbiz.de/10011460166
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Arbitrage, contract design, and market structure in Bitcoin futures markets
De Blasis, Riccardo; Webb, Alexander - In: The journal of futures markets 42 (2022) 3, pp. 492-524
Persistent link: https://www.econbiz.de/10012817947