Forward contracts and futures contracts
Tài liệu tham khảo
Black, 1976, The pricing of commodity contracts, Journal of Financial Economics, 3, 167, 10.1016/0304-405X(76)90024-6
Cox, 1977
Cox, 1981, The relationship between forward prices and futures prices, Journal of Financial Economics, 10.1016/0304-405X(81)90002-7
Oldfield, 1977, Forward exchange price determination in continuous time, Journal of Financial and Quantitative Analysis, 473, 10.2307/2330546
Richard, 1981, A continuous time equilibrium model of commodity prices in a multigood economy, Journal of Financial Economics, 10.1016/0304-405X(81)90003-9
Ross, 1978, A simple approach to the valuation of risky streams, Journal of Business, 51, 453, 10.1086/296008