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Forward contracts and futures contracts · Study

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ArticleForward contracts and futures contracts

Robert A. Jarrow1981

Article1981

Forward contracts and futures contracts

Robert A. Jarrow · George S. Oldfield

234 citations·0/0 files stored·Journal of Financial Economics

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Stochastic processes and financial applications Financial Markets and Investment Strategies Risk Management in Financial Firms

Abstract

No abstract was published for this record.

Citations in this library

Stored only when both papers are in the corpus — 234 citations exist upstream.

References

1976The pricing of commodity contracts 1981The relation between forward prices and futures prices 1978A Simple Approach to the Valuation of Risky Streams

Cited by

1988Residual Risk, Trading Costs, and Commodity Futures Risk Premia:2010ASSET PRICE BUBBLES IN INCOMPLETE MARKETS 1981A continuous time equilibrium model of forward prices and futures prices in a multigood economy 1983Taxes and the Pricing of Stock Index Futures 2000Continuous‐Time Methods in Finance: A Review and an Assessment 1983The pricing of stock index futures 1989Managing Financial Risk 1983A comparison of futures and forward prices

Details

Year1981

Typearticle

Published1981-12-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations234

Files0 public / 0

ShelfStochastic processes and financial applications

Identifiers

doi10.1016/0304-405x(81)90004-0

openalex_workW2089215424

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