Pricing commodity options when the underlying futures price exhibits time-varying volatility
Robert J. Myers and Steven D. Hanson
| Year of publication: |
1993
|
|---|---|
| Authors: | Myers, Robert J. |
| Other Persons: | Hanson, Steven D. (contributor) |
| Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 75.1993, 1, p. 121-130
|
| Subject: | Warenbörse | Commodity exchange | CAPM | Zeitreihenanalyse | Time series analysis | Sojabohne | Soybean | Theorie | Theory | USA | United States | 1988-1990 |
| 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/10001141432