An empirical test of the commodity option pricing model using Ginnie Mae call options
Carl F. Luft and Bruce D. Fielitz
| Year of publication: |
1986
|
|---|---|
| Authors: | Luft, Carl F. |
| Other Persons: | Fielitz, Bruce D. (contributor) |
| Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 9.1986, 2, p. 137-151
|
| Subject: | Derivat | Derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001019914