Changes of Numeraire for Pricing Futures, Forwards, and Options
Review of Financial Studies
1999
Journal Article Changes of Numeraire for Pricing Futures, Forwards, and Options Get access Mark Schroder Mark Schroder Michigan State University Address correspondence to Mark Schroder, The Eli Broad Graduate School of Management, Department of Finance, Michigan State University, 323 Eppley Center, East Lansing, MI 48824-1121, or email: [email protected]. Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 12, Issue 5, October 1999, Pages 1143–1163, https://doi.org/10.1093/rfs/12.5.1143 Published: 01 June 2015
- DOI
- 10.1093/rfs/12.5.1143
- Volume
- 12 (5)
- Pages
- 1143-1163
- Language
- en
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