AN EMPIRICAL TEST OF THE COMMODITY OPTION PRICING MODEL USING GINNIE MAE CALL OPTIONS
- 1 June 1986
- journal article
- Published by Wiley in Journal of Financial Research
- Vol. 9 (2) , 137-151
- https://doi.org/10.1111/j.1475-6803.1986.tb00443.x
Abstract
No abstract availableKeywords
This publication has 10 references indexed in Scilit:
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- Option pricing when underlying stock returns are discontinuousJournal of Financial Economics, 1976
- Evidence on the Information Content of Accounting Numbers: Accounting-Based and Market-Based Estimates of Systematic RiskJournal of Financial and Quantitative Analysis, 1973
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