Option pricing with futures‐style margining
- 1 August 1990
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 10 (4) , 327-338
- https://doi.org/10.1002/fut.3990100402
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- Valuation of American Futures Options: Theory and Empirical TestsThe Journal of Finance, 1986
- Martingales and arbitrage in multiperiod securities marketsJournal of Economic Theory, 1979
- Option pricing: A reviewJournal of Financial Economics, 1976
- The pricing of commodity contractsJournal of Financial Economics, 1976
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973