Perpetual Futures Pricing
收藏NBER2024-09-01 更新2025-01-04 收录
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https://www.nber.org/papers/w32936
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资源简介：
Perpetual futures are contracts without expiration date in which the anchoring of the futures price to the spot price is ensured by periodic funding payments from long to short. We derive explicit expressions for the no-arbitrage price of various perpetual contracts, including linear, inverse, and
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美国国家经济研究局创建时间：
2024-09-01
