The pricing of commodity contracts
Tóm tắt
Từ khóa
Tài liệu tham khảo
Black, 1975, Fact and fantasy in the use of options, Financial Analysts Journal, 31, 10.2469/faj.v31.n4.36
Black, 1973, The pricing of options and corporate liabilities, Journal of Political Economy, 81, 637, 10.1086/260062
Brennan, 1958, The supply of storage, American Economic Review, 48, 50
Chicago Board of Trade, 1973
Cootner, 1960, Returns to speculators: Telser versus Keynes, Journal of Political Economy, 68, 396, 10.1086/258347
Dusak, 1973, Futures trading and investor returns: An investigation of commodity market risk premiums, Journal of Political Economy, 81, 1387, 10.1086/260133
Jensen, 1972, Capital markets: Theory and evidence, Bell Journal of Economics and Management Science, 3, 357, 10.2307/3003029
Merton, 1973, The theory of rational option pricing, Bell Journal of Economics and Management Science, 4, 141, 10.2307/3003143
Telser, 1958, Futures trading and the storage of cotton and wheat, Journal of Political Economy, 66, 233, 10.1086/258036
Telser, 1960, Returns to speculators: Telser versus Keynes, Reply, Journal of Political Economy, 67, 404, 10.1086/258348
Thorp, 1973, Extensions of the Black-Scholes options model, 522
