Pricing futures on geometric indexes : a discrete time approach
Arie Harel; Giora Harpaz; Jack Clark Francis
| Year of publication: |
2007
|
|---|---|
| Authors: | Harel, Arie ; Harpaz, Giora ; Francis, Jack Clark |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 28.2007, 3, p. 227-240
|
| Subject: | Derivat | Derivative | Index-Futures | Index futures | Börsenkurs | Share price | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003492800