A Survey on Physical Delivery Versus Cash Settlement in Futures Contracts
A futures contract may adopt physical delivery or cash settlement to liquidate open positions after the maturity day. While traditionally physical delivery specification is favored, exchanges have recently turned to examine cash settlement possibilities. This paper summarizes current literature on s...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2006
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/454 https://ink.library.smu.edu.sg/context/soe_research/article/1453/viewcontent/Survey_on_Physical_Delivery_Versus_Cash_Settlement_pp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |