AN INVESTIGATION OF PRICING-MODELS FOR LIVE CATTLE FUTURES OPTIONS

被引：0

作者：

PELLY, RA ^{[1
]}

IRWIN, SA ^{[1
]}

ZULAUF, CR ^{[1
]}

机构：

[1] OHIO STATE UNIV,COLUMBUS,OH 43210

来源：

AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS | 1991年 / 73卷 / 05期

关键词：

D O I：

暂无

中图分类号：

F3 [农业经济];

学科分类号：

0202 ; 020205 ; 1203 ;

摘要：

引用

页码：1532 / 1532

页数：1

共 50 条

[1] OPTIONS ON FUTURES CONTRACTS - A COMPARISON OF EUROPEAN AND AMERICAN PRICING-MODELS
SHASTRI, K
TANDON, K
JOURNAL OF FUTURES MARKETS, 1986, 6 (04) : 593 - 618
[2] THE FORWARD PRICING EFFICIENCY OF THE LIVE CATTLE FUTURES MARKET
KOPPENHAVER, GD
JOURNAL OF FUTURES MARKETS, 1983, 3 (03) : 307 - 319
[3] EQUILIBRIUM WARRANT PRICING-MODELS AND ACCOUNTING FOR EXECUTIVE STOCK-OPTIONS
NOREEN, E
WOLFSON, M
JOURNAL OF ACCOUNTING RESEARCH, 1981, 19 (02) : 384 - 398
[4] CHARACTERISTICS OF IMPLIED VOLATILITIES OF OPTIONS ON LIVE-CATTLE FUTURES
EALES, JS
HAUSER, RJ
AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1986, 68 (05) : 1382 - 1382
[5] A NOTE ON EQUILIBRIUM WARRANT PRICING-MODELS AND ACCOUNTING FOR EXECUTIVE STOCK-OPTIONS
GALAI, D
JOURNAL OF ACCOUNTING RESEARCH, 1989, 27 (02) : 313 - 315
[6] THE EVALUATION OF EMPLOYEE STOCK-OPTIONS - AN INQUIRY INTO THE USE OF WARRANT PRICING-MODELS
SISSON, JR
AKRON BUSINESS AND ECONOMIC REVIEW, 1987, 18 (03): : 25 - 47
[7] ECONOMETRIC EVALUATION OF ASSET PRICING-MODELS
HANSEN, LP
HEATON, J
LUTTMER, EGJ
REVIEW OF FINANCIAL STUDIES, 1995, 8 (02): : 237 - 274
[8] PRICING EFFICIENCY IN THE LIVE CATTLE FUTURES MARKET - FURTHER INTERPRETATION AND MEASUREMENT
GARCIA, P
LEUTHOLD, RM
FORTENBERY, TR
SARASSORO, GF
AMERICAN JOURNAL OF AGRICULTURAL ECONOMICS, 1988, 70 (01) : 162 - 169
[9] TEMPORAL DEPENDENCE IN ASSET PRICING-MODELS
TURTLE, HJ
ECONOMICS LETTERS, 1994, 45 (03) : 361 - 366
[10] THE MEASUREMENT OF RETURNS IN ASSET PRICING-MODELS
LAYSON, SK
SEAKS, TG
WINGLER, TR
ECONOMICS LETTERS, 1985, 18 (2-3) : 255 - 259

← 1 2 3 4 5 →