Author:
MacKinlay A. Craig,Ramaswamy Krishna
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference18 articles.
1. The pricing of commodity contracts
2. Black F. Scholes M.S. 1973. “The Pricing of Options and Corporate Liabilities”. Journal of Political Economy. May-June. 637–659.
3. Brennan M.J. Schwartz E.S. 1986. “Optimal Arbitrage Strategies under Basis Variability”. Working Paper 21 86. Graduate School of Management, UCLA
4. Brennan M.J. Schwartz E.S. 1987. “Arbitrage in Stock Index Futures”. mimeo, Graduate School of Management, UCLA
5. The relation between forward prices and futures prices
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