๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Of Factor and Commodity Markets: A Note on E. H. Chamberlin

โœ Scribed by A. S. Skinner


Book ID
124316135
Publisher
Oxford University Press
Year
1981
Tongue
English
Weight
1018 KB
Volume
33
Category
Article
ISSN
0030-7653

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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

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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