Solving the liquidity constraint by options on futures

DOI10.1016/J.JMATECO.2014.01.014zbMath1296.91259OpenAlexW1977250923MaRDI QIDQ2444693

Andrea Beccarini

Publication date: 10 April 2014

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2014.01.014

zbMATH Keywords

asymmetric informationliquidity constraintoptions on futures

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• The Hedging Role of Options and Futures Under Joint Price, Basis, and Production Risk
• Unnamed Item

This page was built for publication: Solving the liquidity constraint by options on futures