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Pricing and hedging capped options
Author(s) -
Boyle Phelim P.,
Turnbull Stuart M.
Publication year - 1989
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.3990090105
Subject(s) - futures contract , citation , library science , economics , financial economics , computer science
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