Pricing and calibration of the futures options market : A unified approximation
| Year of publication: |
2021
|
|---|---|
| Authors: | Lian, Xiaotong ; Song, Yingda |
| Published in: |
Journal of Futures Markets. - Wiley, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 41.2021, 7 (19.04.), p. 1074-1091
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1002/fut.22206 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012535213