A note on the design of commodity option contracts-Reference-Cited by-同舟云学术

A note on the design of commodity option contracts

Published:1982 Issue:1 Volume:2 Page:1-7
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:J. Fut. Mark.

Author:

Asay Michael R.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference6 articles.

1. and (1973): “The Pricing of Options and Corporate Liabilities,” Journal of Political Enconomy, May-June: 637–654.

2. The pricing of commodity contracts

3. (1978): “An Introduction to the Pricing of Commodity Options,” Working Paper No. CSFM-19, Center for The Study of Futures Markets, Columbia Business School, May.

4. Theory of Rational Option Pricing

5. , and (1981): “A Comparison of Options and Futures in the Management of Portfolio Risk,” Financial Analysts Journal, January-February: 61–67.

Cited by 38 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. Certificate pricing using Discrete Event Simulations and System Dynamics theory;Risk Management Magazine;2021-08-18

2. Interest Rate Swaptions - A Review & Derivation of Swaption Pricing Formulae;SSRN Electronic Journal;2018

3. Negative interest rates effects on option pricing: Back to basics?;International Journal of Financial Engineering;2017-06

4. A Review of the Generalized Black-Scholes Formula & Itts Application to Different Underlying Assets;SSRN Electronic Journal;2017

5. Option Pricing Based on Mixtures of Distributions: Evidence from the Eurex Index and Interest Rate Futures Options Market;Derivatives and Hedge Funds;2016