//-->
Boundary conditions for SPI futures options with daily futures style margin payments
Twite, Garry, (1996)
A test of the Asay model for pricing options on the SPI futures contract
Brown, C. A., (1997)
Some questions on the pricing of SPI futures contracts
Heaney, Richard A., (1993)
Approximation for convenience yield in commodity futures pricing
Heaney, Richard A., (2002)
A test of the cost-of-carry relationship using the London Metal Exchange lead contract
Heaney, Richard A., (1998)
Does knowledge of the cost of carry model improve commodity futures prices forecasting ability? : A case study using the London Metal Exchange lead contract