Pricing interest rate futures options with futures‐style margining

^*Corresponding author for this work

Research output: Contribution to journal › Journal Article › peer-review

28 Scopus citations

Access to Document

@article{76a0a6650cd24bd997a39be546c5527e,

title = "Pricing interest rate futures options with futures‐style margining",

author = "Chen, \{Ren‐Raw ‐R\} and Louis Scott",

year = "1993",

month = feb,

doi = "10.1002/fut.3990130103",

language = "英语",

volume = "13",

pages = "15--22",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

number = "1",

}

TY - JOUR

T1 - Pricing interest rate futures options with futures‐style margining

AU - Chen, Ren‐Raw ‐R

AU - Scott, Louis

PY - 1993/2

Y1 - 1993/2

UR - https://www.scopus.com/pages/publications/84978571321

U2 - 10.1002/fut.3990130103

DO - 10.1002/fut.3990130103

M3 - 文章

AN - SCOPUS:84978571321

SN - 0270-7314

VL - 13

SP - 15

EP - 22

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 1

ER -