Two Closed-Form Formulas for the Futures Price in the Presence of a Quality Option (Q4798668)
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scientific article; zbMATH DE number 1880518
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two Closed-Form Formulas for the Futures Price in the Presence of a Quality Option |
scientific article; zbMATH DE number 1880518 |
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Two Closed-Form Formulas for the Futures Price in the Presence of a Quality Option (English)
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12 March 2003
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futures contracts
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quality option
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Vasicek model
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