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Quantity-adjusting options and forward contracts

Author

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  • David F. Babbel
  • Laurence K. Eisenberg

Abstract

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Suggested Citation

  • David F. Babbel & Laurence K. Eisenberg, 1991. "Quantity-adjusting options and forward contracts," FRB Atlanta Working Paper 91-15, Federal Reserve Bank of Atlanta.
    • Handle: RePEc:fip:fedawp:91-15
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    Cited by:

    1. J. Shaw & E. O. Thorp & W. T. Ziemba, 1995. "Risk arbitrage in the Nikkei put warrant market of 1989-1990," Applied Mathematical Finance, Taylor & Francis Journals, vol. 2(4), pages 243-272.
    2. David Babbel & Craig Merrill, 1998. "Economic Valuation Models for Insurers," North American Actuarial Journal, Taylor & Francis Journals, vol. 2(3), pages 1-15.
    3. Craig, Alastair & Dravid, Ajay & Richardson, Matthew, 1995. "Market efficiency around the clock Some supporting evidence using foreign-based derivatives," Journal of Financial Economics, Elsevier, vol. 39(2-3), pages 161-180.
    4. Tucker, Alan & Wei, Jason Z., 1997. "Power currency options," Global Finance Journal, Elsevier, vol. 8(2), pages 167-179.

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    Keywords

    options;

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