Nonsimultaneity and Futures Option Pricing: Simulation and Empirical Evidence
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More about this item
KeywordsNonsimultaneity; Futures option; Mispricing;
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-01-27 (All new papers)
- NEP-CFN-2003-01-27 (Corporate Finance)
- NEP-CMP-2003-01-27 (Computational Economics)
- NEP-FIN-2003-01-27 (Finance)
- NEP-FMK-2003-01-27 (Financial Markets)
- NEP-RMG-2003-01-27 (Risk Management)
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