Solving the liquidity constraint by options on futures

DOI10.1016/J.JMATECO.2014.01.014zbMATH Open1296.91259OpenAlexW1977250923MaRDI QIDQ2444693FDOQ2444693

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

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zbMATH Keywords

asymmetric informationliquidity constraintoptions on futures

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• The Hedging Role of Options and Futures Under Joint Price, Basis, and Production Risk

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