Time Integrals Under the Black–Scholes–Merton and Margrabe Economies.
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| Title: | Time Integrals Under the Black–Scholes–Merton and Margrabe Economies. |
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| Authors: | Dias, José Carlos1,2 (AUTHOR) jose.carlos.dias@iscte.pt, Shackleton, Mark B.3 (AUTHOR), Silva, Fernando Correia da1,2 (AUTHOR), Wojakowski, Rafał M.4 (AUTHOR) |
| Source: | Journal of Futures Markets. Jul2026, Vol. 46 Issue 7, p1256-1274. 19p. |
| Database: | Business Source Ultimate |
| ISSN: | 02707314 |
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| DOI: | 10.1002/fut.70107 |
