Pricing options on agricultural futures : an application of the constant elasticity of variance option pricing model
Year of publication: |
1985
|
---|---|
Authors: | Choi, Jin W. |
Other Persons: | Longstaff, Francis A. (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 5.1985, 2, p. 247-258
|
Subject: | Warenbörse | Commodity exchange | Sojabohne | Soybean | CAPM | Theorie | Theory | USA | United States | 1979-1983 |
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