Author:
Jarrow Robert A.,Oldfield George S.
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
Reference6 articles.
1. The pricing of commodity contracts;Black;Journal of Financial Economics,1976
2. A theory of the term structure of interest rates and the valuation of interest dependent claims;Cox,1977
3. The relationship between forward prices and futures prices;Cox;Journal of Financial Economics,1981
4. Forward exchange price determination in continuous time;Oldfield;Journal of Financial and Quantitative Analysis,1977
5. A continuous time equilibrium model of commodity prices in a multigood economy;Richard;Journal of Financial Economics,1981
Cited by
185 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