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Pricing interest rate futures options with futures‐style margining
Author(s) -
Chen RenRaw,
Scott Louis
Publication year - 1993
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.3990130103
Subject(s) - futures contract , citation , style (visual arts) , chen , library science , economics , management , finance , computer science , history , paleontology , biology , archaeology
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