The end of the month option and other embedded options in futures contracts (Q1627675)
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scientific article; zbMATH DE number 6987612
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The end of the month option and other embedded options in futures contracts |
scientific article; zbMATH DE number 6987612 |
Statements
The end of the month option and other embedded options in futures contracts (English)
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3 December 2018
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futures contract
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end of the month option
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timing option
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delivery options
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embedded options
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optimal stopping
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incomplete markets
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0.8267422318458557
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0.7256500124931335
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0.6914159655570984
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0.6914157867431641
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0.6849528551101685
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