Solving the liquidity constraint by options on futures

DOI10.1016/J.JMATECO.2014.01.014MaRDI QIDQ2444693zbMATH OpenOpenAlexFDO

Authors Andrea Beccarini

Publication date 10 April 2014

Published in Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmateco.2014.01.014

zbMATH Keywords

asymmetric informationliquidity constraintoptions on futures

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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Cites work

• scientific article; zbMATH DE number 1869203 (Why is no real title available?)
• The Hedging Role of Options and Futures Under Joint Price, Basis, and Production Risk

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