ON THE TIMING OPTION IN A FUTURES CONTRACT
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.2006.00303.x/fullpdf
Reference8 articles.
1. ISOLATING THE WILD CARD OPTION
2. The quality option implicit in futures contracts
3. Implicit delivery options and optimal delivery strategies for financial futures contracts
4. Methods of Mathematical Finance
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2. Real-Option Valuation in Multiple Dimensions Using Poisson Optional Stopping Times;Journal of Financial and Quantitative Analysis;2019-01-15
3. Time is money: An empirical investigation of delivery behavior in the U.S. T-Bond futures market;Journal of Futures Markets;2017-07-11
4. Understanding the non-convergence of agricultural futures via stochastic storage costs and timing options;Journal of Commodity Markets;2017-06
5. The End of the Month Option and Other Embedded Options in Futures Contracts;Asia-Pacific Financial Markets;2016-02-16
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