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Quantity-adjusting Options and Forward Contracts

Author

Listed:
  • Babbel, D.F.
  • Eisenberg, L.K.

Abstract

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Suggested Citation

  • Babbel, D.F. & Eisenberg, L.K., 1991. "Quantity-adjusting Options and Forward Contracts," Weiss Center Working Papers 24-91, Wharton School - Weiss Center for International Financial Research.
    • Handle: RePEc:fth:pennif:24-91
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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.

    More about this item

    Keywords

    contracts ; investments ; banks;
    All these keywords.

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