The impact of embedded location options on price discovery of agricultural futures contracts : the evidence from the Chana contract
Sanjay Mansabdar and Hussain C. Yaganti and Sankarshan Basu
| Year of publication: |
2022
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|---|---|
| Authors: | Mansabdar, Sanjay ; Yaganti, Hussain C. ; Basu, Sankarshan |
| Published in: |
Journal of Indian business research. - Bradford : Emerald, ISSN 1755-4209, ZDB-ID 2498367-6. - Vol. 14.2022, 3, p. 301-318
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| Subject: | Cointegration | Delivery options | Error correction | Information share | Monte-Carlo simulation | Price discovery | Kointegration | Börsenkurs | Share price | Optionspreistheorie | Option pricing theory | Simulation | Derivat | Derivative | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JIBR-03-2021-0112 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013288116