✦ LIBER ✦

A Note on Forward Price and Forward Measure

✍ Scribed by Ren-Raw Chen; Jing-Zhi Huang

Book ID: 110398648
Publisher: Springer US
Year: 2002
Tongue: English
Weight: 75 KB
Volume: 19
Category: Article
ISSN: 0924-865X
DOI: 10.1023/a:1020715407939

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Azriel Levy ## Introduction everal authors have shown that the theoretical relationship between forward and fu-S tures prices depends primarily on the assumptions regarding the stochastic process of interest rates (Cox, et. al. (1981); Richard and Sundaresan (1981); Jarrow and Oldfield (1981); an