Work

Option pricing with futures‐style margining

Year: 1990

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.3990100402

Author: Derming Lieu

Institution: CME Group (United States)

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2003297709

FWCI: 1.832

Cites: 6

Cited by: 56

Related to: 10