Factors affecting agricultural futures price variance
- 1 February 1987
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 7 (1) , 73-91
- https://doi.org/10.1002/fut.3990070108
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Pricing options on agricultural futures: An application of the constant elasticity of variance option pricing modelJournal of Futures Markets, 1985
- The Time Pattern of Hedging and the Volatility of Futures PricesThe Review of Economic Studies, 1983
- Tests of the Black‐Scholes and Cox Call Option Valuation ModelsThe Journal of Finance, 1980
- A Note on the Variability of Futures PricesThe Review of Economics and Statistics, 1976