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The value of the early unwind option in futures contracts with an endogenous basis
Bühler, Wolfgang; Kempf, Alexander - 1994
by arbitrage trading the underlying of the option depends contrary to standard option pricing theory on the unwind option …
Persistent link: https://www.econbiz.de/10011621485
Cover Image
The value of the early unwind option in futures contracts with an endogenous basis
Bühler, Wolfgang; Kempf, Alexander - 1994
Persistent link: https://www.econbiz.de/10013427973