𝔖 Bobbio Scriptorium
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Patentwatch: 'Optional' ingredients anticipate

✍ Scribed by Owens, Joanna


Book ID
109949871
Publisher
Nature Publishing Group
Year
2005
Tongue
English
Weight
61 KB
Volume
4
Category
Article
ISSN
1474-1776

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Options of futures: Pricing and the effe
✍ Avner Wolf πŸ“‚ Article πŸ“… 1984 πŸ› John Wiley and Sons 🌐 English βš– 938 KB

Pricing and the Effect of an ## Anticipated Price Change Avner Wolf is article commodity examines theoretical aspects of Black's (1976) pricing formula of r options and the effect on the option's premium of an anticipated future drift in the futures price. In the first part, we derive the formula