Fundamentals of commodity options on futures
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Cited by:
- Michael T. Belongia & Thomas H. Gregory, 1984. "Are options on treasury bond futures price efficiently?," Review, Federal Reserve Bank of St. Louis, vol. 66(Jan), pages 5-13.
- Kandice H. Kahl, 1986. "Agricultural options: An alternative to current agricultural programs," Agribusiness, John Wiley & Sons, Ltd., vol. 2(2), pages 215-224.
- Marc J. M. Bohmann & David Michayluk & Vinay Patel, 2019. "Price discovery in commodity derivatives: Speculation or hedging?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(9), pages 1107-1121, September.
- Carl F. Luft & Bruce D. Fielitz, 1986. "An Empirical Test Of The Commodity Option Pricing Model Using Ginnie Mae Call Options," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 9(2), pages 137-151, June.
- Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
- Geoffrey Poitras, 2012. "From the Renaissance Exchanges to Cyberspace: A History of Stock Market Globalization," Chapters, in: Geoffrey Poitras (ed.), Handbook of Research on Stock Market Globalization, chapter 3, Edward Elgar Publishing.
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