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The effects of changing margin levels on futures options price - MaRDI portal

The effects of changing margin levels on futures options price (Q2461310)

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The effects of changing margin levels on futures options price
scientific article

    Statements

    title
    The effects of changing margin levels on futures options price (English)
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    author
    Yan Ling Gu
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    Juan Li
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    publication date
    27 November 2007
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    34F05
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    60H10
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    zbMATH DE Number
    5214759
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    OpenAlex ID
    W1991650115
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