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The economics of hedging and spreading in futures markets
Author(s) -
Scholes Myron S.
Publication year - 1981
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990010216
Subject(s) - futures contract , black–scholes model , original research , economics , financial engineering , financial economics , citation , mathematical finance , management , finance , computer science , library science , volatility (finance)
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