Forward contracts and futures contracts
- 1 December 1981
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 9 (4), 373-382
- https://doi.org/10.1016/0304-405x(81)90004-0
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- The relation between forward prices and futures pricesJournal of Financial Economics, 1981
- A continuous time equilibrium model of forward prices and futures prices in a multigood economyJournal of Financial Economics, 1981
- A Simple Approach to the Valuation of Risky StreamsThe Journal of Business, 1978
- Forward Exchange Price Determination in Continuous TimeJournal of Financial and Quantitative Analysis, 1977
- The pricing of commodity contractsJournal of Financial Economics, 1976