FUTURES CONTRACTS ON COMMODITIES WITH MULTIPLE VARIETIES - AN ANALYSIS OF PREMIUMS AND DISCOUNTS

被引：42

作者：

GARBADE, KD

SILBER, WL

机构：

来源：

关键词：

D O I：

10.1086/296201

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：249 / 272

页数：24

共 20 条

[1]

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[2]

BEAN A, 1978, VIEWS TRADE

[3]

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[4] PRICING OF COMMODITY CONTRACTS [J].

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[5] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J].

BLACK, F ;

SCHOLES, M .

[6]

COX PT, 1979, COMMODITY MARKETS FU

CROW, JR ;

RILEY, JB ;

PURCELL, WD .

[8]

GARBADE K, 1983, REV EC STATISTICS

GARBADE, KD ;

SILBER, WL .

[10]

Hoffman George Wright, 1932, FUTURE TRADING ORG C