PRODUCING DERIVATIVE ASSETS WITH FORWARD CONTRACTS

被引：5

作者：

BICK, A

机构：

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1988年 / 23卷 / 02期

关键词：

D O I：

10.2307/2330878

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：153 / 160

页数：8

共 17 条

[1]

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[2]

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BLACK, F ;

SCHOLES, M .

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[5]

Cox J.C., 1985, OPTIONS MARKETS

[6] THE RELATION BETWEEN FORWARD PRICES AND FUTURES PRICES [J].

COX, JC ;

INGERSOLL, JE ;

ROSS, SA .

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[7] ON THE VALUATION OF CURRENCY OPTIONS AND EXCHANGE-RATE INSURANCE PROGRAMS [J].

ELDOR, R .

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[8] FOREIGN-CURRENCY OPTION VALUES [J].

GARMAN, MB ;

KOHLHAGEN, SW .

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[9] THE DURATION OF OPTION PORTFOLIOS [J].

GARMAN, MB .

JOURNAL OF FINANCIAL ECONOMICS, 1985, 14 (02) :309-315

[10]

GARMAN MB, 1983, UNPUB FORWARD PRICES

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