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- Title
EL DISEÑO DE LOS CONTRATOS DE FUTUROS: LAS OPCIONES DE VENCIMIENTO IMPLÍCITAS.
- Authors
Reichardt Moya, Susana
- Abstract
In some futures contracts the seller can choose between different alternatives. This fact gives rise to the presence of embedded options. This article studies the different types of options that can be presented, the effect that their presence has on future price and analyzes the problems that arise when trying to estimate their value, since they are not negotiated separately, and therefore, it is necessary to determine their value from the future prices.
- Publication
Revista FACE, 2018, Vol 18, Issue 2, p50
- ISSN
1794-9920
- Publication type
Academic Journal