OPTIONS, FUTURES, AND BUSINESS RISK

被引：2

|

作者：

GAMMILL, JF ^{[1
]}

STONE, JM ^{[1
]}

机构：

[1] COMMOD FUTURES TRADING COMMISS, WASHINGTON, DC USA

来源：

JOURNAL OF FUTURES MARKETS | 1982年 / 2卷 / 02期

关键词：

D O I：

10.1002/fut.3990020205

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：141 / 149

页数：9

相关论文

共 50 条

[21] OPTIONS ON FUTURES BEGIN TO SPREAD
GREENEBAUM, M
[J]. FORTUNE, 1982, 106 (12) : 189 - &
[22] Nonlethal options: Failings and futures
Heal, S
[J]. CITY'S MANY FACES, 2000, : 171 - 195
[23] POLISH FUTURES, WESTERN OPTIONS
GATI, C
[J]. FOREIGN AFFAIRS, 1983, 61 (02) : 292 - 308
[24] OPTIMAL HEDGING WITH FUTURES OPTIONS
WOLF, A
[J]. JOURNAL OF ECONOMICS AND BUSINESS, 1987, 39 (02) : 141 - 158
[25] Valuing futures and options on volatility
Grunbichler, A
Longstaff, FA
[J]. JOURNAL OF BANKING & FINANCE, 1996, 20 (06) : 985 - 1001
[26] The demand for hedging with futures and options
Frechette, DL
[J]. JOURNAL OF FUTURES MARKETS, 2001, 21 (08) : 693 - 712
[27] Iraqi Futures, Turkish Options
Park, Bill
[J]. EUROPEAN SECURITY, 2008, 17 (01) : 85 - 104
[28] THE VALUATION OF OPTIONS ON FUTURES CONTRACTS
RAMASWAMY, K
SUNDARESAN, SM
[J]. JOURNAL OF FINANCE, 1985, 40 (05): : 1319 - 1340
[29] Market price of risk implied by Asian-style electricity options and futures
Weron, Rafal
[J]. ENERGY ECONOMICS, 2008, 30 (03) : 1098 - 1115
[30] Dynamic Jump Intensities and Risk Premiums in Crude Oil Futures and Options Markets
Christoffersen, Peter
Jacobs, Kris
Li, Bingxin
[J]. Journal of Derivatives, 2016, 24 (02): : 8 - 30

← 1 2 3 4 5 →