Transactions data tests of the Black model for the soybean futures options
Year of publication: |
1987
|
---|---|
Other Persons: | Jordan, James V. (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 7.1987, 5, p. 535-554
|
Subject: | CAPM | Warenbörse | Commodity exchange | Sojabohne | Soybean | Theorie | Theory | USA | United States | 1984-1985 |
-
Pricing options on agricultural futures : departures form traditional theory
Hauser, Robert J., (1985)
-
Option based assessments of expected price distributions
Sherrick, Bruce J., (1989)
-
Expected soybean futures price distributions : option-based assessments
Sherrick, Bruce J., (1990)
- More ...
-
Futures prices and expected future spot prices
Kolb, Robert W., (1983)
-
Optimal hedging rules for managing foreign interest rate risk
Kolb, Robert W., (1983)
-
An asset allocation puzzle: comment
Bajeux-Besnainou, Isabelle, (2001)
- More ...