Forward contracts and futures contracts

Journal of Financial Economics - Tập 9 - Trang 373-382 - 1981
Robert A. Jarrow1, George S. Oldfield2
1Cornell University, Ithaca, NY, 14853, USA
2Cornell University, Ithaca, NY 14853, USA

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