A Short Note on LME's Forward Contracts and Options

Giulio Sartorelli

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SSRN Electronic Journal

Article . 2010 . Peer-reviewed

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https://dx.doi.org/10.2139/ssr...

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A Short Note on LME's Forward Contracts and Options

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2010 English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068,

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Authors: Giulio Sartorelli;

doi: 10.2139/ssrn.1616080

A Short Note on LME's Forward Contracts and Options

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Abstract

We show that LME's (London Metal Exchange) listed forward contracts can be valued using usual formulas for forward contracts and that LME's listed Options, though legally American, are correctly treated as European Options.

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