Futures options with futures-style margining in the gaussian models setting

Authors
Iovino, Maria Gabriella
Citation
Maria Gabriella Iovino, Futures options with futures-style margining in the gaussian models setting, Rivista di matematica per le scienze economiche e sociali sociali, 20(1), 1997, pp. 3-21
Journal title
Rivista di matematica per le scienze economiche e sociali sociali
ISSN journal
11271035 → ACNP
Volume
20
Issue
1
Year of publication
1997
Pages
3 - 21
Database
ESSPER
SICI code
1127-1035(1997)20:1<3:FOWFMI>2.0.ZU;2-9