Commodity option pricing efficiency before Black, Scholes, and Merton
Author:
Affiliation:
1. Judge Business SchoolCambridge University, and the Centre for Economic Policy Research
2. Judge Business SchoolCambridge University
Publisher
Wiley
Subject
Economics and Econometrics,History
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/ehr.12935
Reference79 articles.
1. If You're So Smart: John Maynard Keynes and Currency Speculation in the Interwar Years
2. Biases in option prices
3. The market for borrowing stock
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