Pricing futures on geometric indexes: A discrete time approach
| Year of publication: |
2007
|
|---|---|
| Authors: | Harel, Arie ; Harpaz, Giora ; Francis, Jack Clark |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 28.2007, 3, p. 227-240
|