On the American style futures contracts
There is a large number of sources devoted to the American style options. On the other hand, the American futures contracts are understudied in the scientific literature. This motivated us to examine these instruments in comparison to the relevant options. Their optimal boundaries are obtained and a...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Croatian Operational Research Society
2024-01-01
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| Series: | Croatian Operational Research Review |
| Subjects: | |
| Online Access: | https://hrcak.srce.hr/file/458730 |
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