FINANCE
Edited by R.A. Jarrow, V. Maksimovic and W.T. Ziemba
CHAPTER 7
A Discrete Time Synthesis of Derivative Security Valuation Using a Term Structure of Futures Prices
P.P. Carr and R.A. Jarrow
1. Introduction*
2. The general framework
3. Existing models
4. Implementation
5. Summary
References
* The first two pages of the chapters are available as PDF file.
Complete chapters on ScienceDirect
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