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A theoretical analysis of the volatility premium in the dollar index contract
Author(s) -
Redfield Corey B.
Publication year - 1986
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.3990060408
Subject(s) - futures contract , index (typography) , liberian dollar , volatility (finance) , citation , economics , actuarial science , financial economics , political science , finance , law , computer science , world wide web