The end of the month option and other embedded options in futures contracts
Kristoffer Lindensjö
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Lindensjö, Kristoffer |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 23.2016, 1, p. 69-83
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| Subject: | Futures contract | End of the month option | Timing option Delivery options | Embedded options | Optimal stopping | Incomplete markets | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Derivat | Derivative | Unvollkommener Markt | Incomplete market | Suchtheorie | Search theory |