Valuing the futures-market performance guarantee

Macroeconomic Dynamics

Volumn 1, Issue 4, 1997, Pages 701-719

  Craine, Roger ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Contingent Claim Pricing; Futures Market; Performance Guarantee

Indexed keywords

EID: 0031331031     PISSN: 13651005     EISSN: None     Source Type: Journal    
DOI: 10.1017/s1365100597005038     Document Type: Article

References (22)

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