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The End of the Month Option and Other Embedded Options in Futures Contracts |
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| Authors: | Lindensjö Kristoffer |
| Affiliation: | 1.Department of Finance, Stockholm School of Economics, Box 6501, 113 83, Stockholm, Sweden ; |
| Abstract: | Asia-Pacific Financial Markets - Futures contracts often contain several different kinds of embedded options related to the delivery of the underlying. The end of the month option allows the holder... |
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