ON THE TIMING OPTION IN A FUTURES CONTRACT
✍ Scribed by Francesca Biagini; Tomas Björk
- Book ID
- 111043066
- Publisher
- John Wiley and Sons
- Year
- 2007
- Tongue
- English
- Weight
- 128 KB
- Volume
- 17
- Category
- Article
- ISSN
- 0960-1627
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
ecent theoretical research has developed two valuation models for pricing R options on futures contracts-a European version, and a more complex American variant. The purpose of this article is to compare the pricing behavior of the two models and develop some implications for the use of European mod
long the reigning market for gold futures contracts, T introduced gold futures options in October of 1982. Immediate, sustained interest in the new contracts created a liquid market for options on COMEX gold futures contracts.' Trading in gold futures options occurs in close proximity to trading in