Pricing commodity options when the underlying futures price exhibits time-varying volatility
Year of publication: |
1993
|
---|---|
Authors: | Myers, Robert J. |
Other Persons: | Hanson, Steven D. (contributor) |
Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 75.1993, 1, p. 121-130
|
Subject: | Warenbörse | Commodity exchange | CAPM | Zeitreihenanalyse | Time series analysis | Sojabohne | Soybean | Theorie | Theory | USA | United States | 1988-1990 |
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