The relation between forward prices and futures prices
Author:
Publisher
Elsevier BV
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference20 articles.
1. The pricing of commodity contracts;Black;Journal of Financial Economics,1976
2. A continuous time approach to the pricing of bonds;Brennan;Journal of Banking and Finance,1979
3. An intertemporal asset pricing model with stochastic consumption and investment oppurtunities;Breeden;Journal of Financial Economics,1979
4. Consumption risk in futures markets;Breeden;Journal of Finance,1980
5. Treasury bill pricing in the spot and futures markets;Capozza;Review of Economics and Statistics,1979
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