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Review article
1995

Chapter 7 A discrete time synthesis of derivative security valuation using a term structure of futures prices

Carr, P. P. & Jarrow, R. A. 1995 In : Handbooks in Operations Research and Management Science. 9, C, p. 225-249 25 p.

Research output: Research - peer-reviewReview article

Term structure
Discrete-time
Futures prices
Spot market
Commodities