Why derivatives on derivatives? The case of spread futures
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- Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1999.
"Do Call Prices and the Underlying Stock Always Move in the Same Direction?,"
Yale School of Management Working Papers
ysm125, Yale School of Management.
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- Back, Kerry, 1993. "Asymmetric Information and Options," Review of Financial Studies, Society for Financial Studies, vol. 6(3), pages 435-72.
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- Sandor, Richard L, 1973. "Innovation by an Exchange: A Case Study of the Development of the Plywood Futures Contract," Journal of Law and Economics, University of Chicago Press, vol. 16(1), pages 119-36, April.
- Duffie Darrell & Rahi Rohit, 1995. "Financial Market Innovation and Security Design: An Introduction," Journal of Economic Theory, Elsevier, vol. 65(1), pages 1-42, February.
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