๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A note on the newly created Budapest commodity exchange

โœ Scribed by A. Murphy; Z. Sabov

Book ID
113410305
Publisher
Elsevier Science
Year
1994
Tongue
English
Weight
357 KB
Volume
3
Category
Article
ISSN
1059-0560

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A note on the design of commodity option
A note on the design of commodity option contracts
โœ Michael R. Asay ๐Ÿ“‚ Article ๐Ÿ“… 1982 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 443 KB ๐Ÿ‘ 2 views

A Futures Trading Commission is ready to consider seriously the buying and selling of commodity options on domestic futures exchanges. It is therefore useful to examine the desirable characteristics such options might possess, and that is the purpose of this article. First, the "standard" commodity

A note on the design of commodity option
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โœ Robert McDonald; Daniel Siegel ๐Ÿ“‚ Article ๐Ÿ“… 1983 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 241 KB ๐Ÿ‘ 1 views

n his note in the spring 1982 issue of this journal, Asay (1982) discusses the I pricing of commodity option contracts. The purpose of his note is to introduce the idea of a "futures" option, which, like a standard futures contract, requires no money up-front and is "marked to market" at the end of

A note on the design of commodity option
A note on the design of commodity option contracts: A reply
โœ Michael R. Asay ๐Ÿ“‚ Article ๐Ÿ“… 1983 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 272 KB ๐Ÿ‘ 2 views

I forward results of two option pricing models: (1) the Black and !%holes (1973) model and (2) the Black (1976) model. I argued that if the assumptions underlying the original 1973 Black-Scholes model for stock options held for commodities, their equation would also hold for commodity options as wel