The effects of changing margin levels on futures options price
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Publication:2461310
DOI10.1007/s11424-006-0461-1zbMath1173.91386OpenAlexW1991650115MaRDI QIDQ2461310
Publication date: 27 November 2007
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-006-0461-1
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05)
Cites Work
- The Pricing of Options and Corporate Liabilities
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- Option pricing: A simplified approach
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