Fundamentals of commodity options on futures
- 1 January 1982
- journal article
- research article
- Published by Wiley in Journal of Futures Markets
- Vol. 2 (4) , 391-408
- https://doi.org/10.1002/fut.3990020408
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
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- The pricing of commodity contractsJournal of Financial Economics, 1976
- Futures Trading and Investor Returns: An Investigation of Commodity Market Risk PremiumsJournal of Political Economy, 1973
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973
- The Valuation of Option Contracts and a Test of Market EfficiencyThe Journal of Finance, 1972
- THE RELATIONSHIP BETWEEN PUT AND CALL OPTION PRICESThe Journal of Finance, 1969
- Rational Expectations and the Theory of Price MovementsEconometrica, 1961