Contract Design: A Note on Cash Settled Futures
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DOI: 10.2202/1542-0485.1005
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References listed on IDEAS
- Tashjian, Elizabeth, 1995. "Optimal futures contract design," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(2), pages 153-162.
- Sarahelen Thompson & Philip Garcia & Lynne Dallafior Wildman, 1996. "The demise of the high fructose corn syrup futures contract: A case study," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 16(6), pages 697-724, September.
- Josué Martínez‐Garmendia & James L. Anderson, 1999. "Hedging performance of shrimp futures contracts with multiple deliverable grades," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 19(8), pages 957-990, December.
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Keywords
cash settement; conract form; new futures contracts;All these keywords.
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