We would like to compare futures with options, unfortunately we do not have an option contract that matches the time period of our study. SIMEX has an option on the Nikkei 225 with a much shorter history. Moreover, even if such a contract exists, it would be very thin (as we have experienced in comp
Hedging downside risk under asymmetric taxation
β Scribed by Lien, Donald; Metz, Michael
- Publisher
- John Wiley and Sons
- Year
- 2000
- Tongue
- English
- Weight
- 187 KB
- Volume
- 20
- Category
- Article
- ISSN
- 0270-7314
No coin nor oath required. For personal study only.
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