The Timing Option In Futures Contracts And Price Behavior At Contract Maturity
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DOI: 10.22004/ag.econ.21677
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References listed on IDEAS
- Gay, Gerald D. & Manaster, Steven, 1986. "Implicit delivery options and optimal delivery strategies for financial futures contracts," Journal of Financial Economics, Elsevier, vol. 16(1), pages 41-72, May.
- repec:bla:jfinan:v:44:y:1989:i:1:p:101-13 is not listed on IDEAS
- Robert Jarrow, 2017. "Derivatives," World Scientific Book Chapters, in: THE ECONOMIC FOUNDATIONS OF RISK MANAGEMENT Theory, Practice, and Applications, chapter 3, pages 19-28, World Scientific Publishing Co. Pte. Ltd..
- Margrabe, William, 1978. "The Value of an Option to Exchange One Asset for Another," Journal of Finance, American Finance Association, vol. 33(1), pages 177-186, March.
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Cited by:
- Tomek, William G. & Peterson, Hikaru Hanawa, 2000.
"Risk Management In Agricultural Markets: A Survey,"
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19580, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Tomek, William G. & Peterson, Hikaru Hanawa, 2000. "Risk Management in Agricultural Markets: A Survey," Staff Papers 121140, Cornell University, Department of Applied Economics and Management.
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Keywords
Demand and Price Analysis; Marketing;Statistics
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