A comparison of futures pricing models in a new market: The case of individual share futures

T. J. Brailsford, A. J. Cusack

Research output: Contribution to journalArticleResearchpeer-review

18 Citations (Scopus)
Original languageEnglish
Pages (from-to)515-541
Number of pages27
JournalJournal of Futures Markets
Volume17
Issue number5
DOIs
Publication statusPublished - 1997
Externally publishedYes

Cite this

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title = "A comparison of futures pricing models in a new market: The case of individual share futures",
author = "Brailsford, {T. J.} and Cusack, {A. J.}",
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journal = "Journal of Futures Markets",
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}

A comparison of futures pricing models in a new market : The case of individual share futures. / Brailsford, T. J.; Cusack, A. J.

In: Journal of Futures Markets, Vol. 17, No. 5, 1997, p. 515-541.

Research output: Contribution to journalArticleResearchpeer-review

TY - JOUR

T1 - A comparison of futures pricing models in a new market

T2 - The case of individual share futures

AU - Brailsford, T. J.

AU - Cusack, A. J.

PY - 1997

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DO - 10.1002/(SICI)1096-9934(199708)17:5<515::AID-FUT2>3.0.CO;2-I

M3 - Article

VL - 17

SP - 515

EP - 541

JO - Journal of Futures Markets

JF - Journal of Futures Markets

SN - 0270-7314

IS - 5

ER -