Quantity-adjusting options and forward contracts
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Other versions of this item:
- Babbel, D.F. & Eisenberg, L.K., 1991. "Quantity-Adjusting Options and Forward Contracts," Weiss Center Working Papers 29-91, Wharton School - Weiss Center for International Financial Research.
- Babbel, D.F. & Eisenberg, L.K., 1991. "Quantity-adjusting Options and Forward Contracts," Weiss Center Working Papers 24-91, Wharton School - Weiss Center for International Financial Research.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Craig, Alastair & Dravid, Ajay & Richardson, Matthew, 1995. "Market efficiency around the clock Some supporting evidence using foreign-based derivatives," Journal of Financial Economics, Elsevier, vol. 39(2-3), pages 161-180.
- Tucker, Alan & Wei, Jason Z., 1997. "Power currency options," Global Finance Journal, Elsevier, vol. 8(2), pages 167-179.
- David F. Babbel & Craig Merrill, 1997. "Economic Valuation Models for Insurers," Center for Financial Institutions Working Papers 97-44, Wharton School Center for Financial Institutions, University of Pennsylvania.
- J. Shaw & E. O. Thorp & W. T. Ziemba, 1995. "Risk arbitrage in the Nikkei put warrant market of 1989-1990," Applied Mathematical Finance, Taylor & Francis Journals, vol. 2(4), pages 243-272.
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