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

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@article{6ac20cd97f9f41ca8fe7574076797f3c,

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.\}",

year = "1997",

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

language = "English",

volume = "17",

pages = "515--541",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

number = "5",

}

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

Y1 - 1997

UR - https://www.scopus.com/pages/publications/0031505590

U2 - 10.1002/(SICI)1096-9934(199708)17:5<515::AID-FUT2>3.0.CO;2-I

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

M3 - Article

AN - SCOPUS:0031505590

SN - 0270-7314

VL - 17

SP - 515

EP - 541

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 5

ER -