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.
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
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DbLabel: Business Source Ultimate
An: 194362196
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PubType: Academic Journal
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  Data: Time Integrals Under the Black–Scholes–Merton and Margrabe Economies.
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Futures+Markets%22">Journal of Futures Markets</searchLink>. Jul2026, Vol. 46 Issue 7, p1256-1274. 19p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=194362196
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1002/fut.70107
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 19
        StartPage: 1256
    Titles:
      – TitleFull: Time Integrals Under the Black–Scholes–Merton and Margrabe Economies.
        Type: main
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      – PersonEntity:
          Name:
            NameFull: Dias, José Carlos
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            NameFull: Shackleton, Mark B.
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            NameFull: Silva, Fernando Correia da
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            NameFull: Wojakowski, Rafał M.
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          Dates:
            – D: 01
              M: 07
              Text: Jul2026
              Type: published
              Y: 2026
          Identifiers:
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              Value: 02707314
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              Value: 46
            – Type: issue
              Value: 7
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            – TitleFull: Journal of Futures Markets
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