Implicit delivery options and optimal delivery strategies for financial futures contracts-Reference-Cited by-同舟云学术

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Implicit delivery options and optimal delivery strategies for financial futures contracts

Published:1986-05 Issue:1 Volume:16 Page:41-72
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Gay Gerald D.,Manaster Steven

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference13 articles.

1. The relation between forward prices and futures prices;Cox;Journal of Financial Economics,1981

2. Securities markets;Garbade,1982

3. Futures contracts on commodities with multiple varieties: An analysis of premiums and discounts;Garbade;Journal of Business,1983

4. The quality option implicit in futures contracts;Gay;Journal of Financial Economics,1984

5. Forward contracts and futures contracts;Jarrow;Journal of Financial Economics,1981

Cited by 46 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. Early option exercise: Never say never;Journal of Financial Economics;2016-08

2. The End of the Month Option and Other Embedded Options in Futures Contracts;Asia-Pacific Financial Markets;2016-02-16

3. Agricultural Finance;WILEY FINANC SER;2015-01-16

4. References;Agricultural Finance;2015-01-02

5. Early Option Exercise: Never Say Never;SSRN Electronic Journal;2015

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