Futures markets and commodity options: Hedging and optimality in incomplete markets-Reference-Cited by-同舟云学术

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Futures markets and commodity options: Hedging and optimality in incomplete markets

Published:1984-04 Issue:2 Volume:32 Page:275-300
ISSN:0022-0531
Container-title:Journal of Economic Theory
language:en
Short-container-title:Journal of Economic Theory

Author:

Breeden Douglas T

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference36 articles.

1. Spanning the state space with options;Arditti;J. Finan. Quant. Anal.,1980

2. The role of securities in the optimal allocation of risk bearing;Arrow;Rev. Econom. Studies,1964

3. Prices for state-contingent claims: Some estimates and applications;Banz;J. Business,1978

4. The pricing of commodity contracts;Black;J. Finan. Econom.,1976

5. The pricing of options and corporate liabilities;Black;J. Political Econom.,1973

Cited by 80 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Futures Markets (2): Contracts on Interest Rates;Springer Texts in Business and Economics;2022

2. Financial investments and commodity prices;International Review of Finance;2021-08-10

3. Rational destabilization in commodity markets;Journal of Commodity Markets;2021-05

4. Hedging;The New Palgrave Dictionary of Economics;2018

5. Intertemporal Portfolio Theory and Asset Pricing;The New Palgrave Dictionary of Economics;2018

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