PRICING OPTIONS ON AGRICULTURAL FUTURES - AN APPLICATION OF THE CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL

被引：25

作者：

CHOI, JW ^{[1
]}

LONGSTAFF, FA ^{[1
]}

机构：

[1] UNIV CHICAGO,FINANCE,CHICAGO,IL 60637

来源：

JOURNAL OF FUTURES MARKETS | 1985年 / 5卷 / 02期

关键词：

D O I：

10.1002/fut.3990050208

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：247 / 258

页数：12

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