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Keywords: Futures pricing
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Journal Articles
Journal of Derivatives and Quantitative Studies: Seonmul yeon’gu (2002) 10 (2): 1–23.
Published: 30 November 2002
... of interest rates and the remaining maturity of the futures; (4) The daily resettlement in the futures contracts affects the futures price very little; (5) The trading strategies based on the theoretical pricing models produce very high trading profit. © 2002 Emerald Publishing Limited 2002 This article...
