Optimal settlement specifications on futures contracts
Subtitle: Da-Hsiang Donald Lien
Contributors: Columbia University. Center for the Study of Futures Markets
Series: Working paper series -- CSFM-192; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-192
Publisher: Center for the Study of Futures Markets, Columbia Business School, Columbia University
Published: 1989
Place of publication: New York
Language: eng
Number of pages: 15
Subjects: Hedging (Finance); Mathematical models; Futures
Notes: "September 1989."

Includes bibliographical references (p. 15).