An Alternative Formulation for the Pricing of Stock Index Futures: Theoretical and Empirical Perspectives
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References listed on IDEAS
- Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 1997.
" Empirical Performance of Alternative Option Pricing Models,"
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More about this item
Keywordsfutures; basis risk; Brownian bridge;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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