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The Value of the Early Unwind Option in Future Contracts with on Endogenous Basis

ZEW Discussion Paper No. 94-06 // 1994
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ZEW Discussion Paper No. 94-06 // 1994

The Value of the Early Unwind Option in Future Contracts with on Endogenous Basis

To the publication

Kempf, Alexander (1994), The Value of the Early Unwind Option in Future Contracts with on Endogenous Basis, ZEW Discussion Paper No. 94-06, Mannheim.

Authors Alexander Kempf