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PARITY‐BASED PRICING OF OPTIONS ON DM FUTURES
Author(s) -
Gressis Nicolas,
Yen Vincent,
Philippatos George
Publication year - 1986
Publication title -
financial review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.621
H-Index - 47
eISSN - 1540-6288
pISSN - 0732-8516
DOI - 10.1111/j.1540-6288.1986.tb00700.x
Subject(s) - wright , futures contract , citation , george (robot) , state (computer science) , economics , financial economics , library science , computer science , history , art history , algorithm