On the Pricing of Cross Currency Futures Options for Canadian Grains and Livestock-Reference-Cited by-同舟云学术

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On the Pricing of Cross Currency Futures Options for Canadian Grains and Livestock

Published:2002-11 Issue:3 Volume:50 Page:317-332
ISSN:0008-3976
Container-title:Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie
language:en
Short-container-title:Canadian J Agric Econ

Author:

Turvey Calum G.,Yin Shihong

Publisher

Wiley

Subject

Economics and Econometrics,Agronomy and Crop Science,Animal Science and Zoology,Ecology,Global and Planetary Change

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1744-7976.2002.tb00340.x/fullpdf

Reference38 articles.

1. F. Black, 1976 . The pricing of commodity contracts . Journal of Financial Economics: 167 -79 .

2. F. Black, and M. Scholes . 1973 . The pricing of options and corporate liabilities . Journal of Political Economy: 637 -59 .

3. F. Braga, 1990 . Basis pricing, futures-cash price transmission and appropriate hedge ratios: The case of the soybean market in Ontario . Canadian Journal of Agricultural Economics: 421 -38 .

4. F. Braga, 1996 . Over-the-counter derivatives and price management in a post-tripartite environment: The case of cattle and hogs . Canadian Journal of Agricultural Economics: 369 -74 .

Cited by 3 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. Cross market price support and agricultural development;The Journal of Risk Finance;2014-01-28

2. Biography;Agricultural Finance Review;2010-05-11

3. Developing Hedging Strategies for Quebec Hog Producers under Revenue Insurance;Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie;2004-03

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