The Timing Option In Futures Contracts And Price Behavior At Contract Maturity
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DOI: 10.22004/ag.econ.14740
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References listed on IDEAS
- Robert A. JARROW & George S. OLDFIELD, 2008.
"Forward Contracts And Futures Contracts,"
World Scientific Book Chapters, in: Financial Derivatives Pricing Selected Works of Robert Jarrow, chapter 11, pages 237-246,
World Scientific Publishing Co. Pte. Ltd..
- Jarrow, Robert A. & Oldfield, George S., 1981. "Forward contracts and futures contracts," Journal of Financial Economics, Elsevier, vol. 9(4), pages 373-382, December.
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- 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.
- Fischer, Stanley, 1978. "Call Option Pricing when the Exercise Price Is Uncertain, and the Valuation of Index Bonds," Journal of Finance, American Finance Association, vol. 33(1), pages 169-176, March.
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Cited by:
- Tomek, William G. & Peterson, Hikaru Hanawa, 2000.
"Risk Management In Agricultural Markets: A Survey,"
2000 Producer Marketing and Risk Management Conference, January 13-14, Orlando, FL
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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