𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The Pricing and Social Value of Commodity Options

✍ Scribed by Colin Camerer

Book ID
124933650
Publisher
CFA Institute
Year
1982
Tongue
English
Weight
904 KB
Volume
38
Category
Article
ISSN
0015-198X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Valuing real options using implied binom
Valuing real options using implied binomial trees and commodity futures options
✍ Tom Arnold; Timothy Falcon Crack; Adam Schwartz πŸ“‚ Article πŸ“… 2007 πŸ› John Wiley and Sons 🌐 English βš– 324 KB

## Abstract A real option on a commodity is valued using an implied binomial tree (IBT) calibrated using commodity futures options prices. Estimating an IBT in the absence of spot options (the norm for commodities) allows real option models to be calibrated for the first time to market‐implied prob

The pricing of commodity contracts
The pricing of commodity contracts
✍ Fischer Black πŸ“‚ Article πŸ“… 1976 πŸ› Elsevier Science 🌐 English βš– 821 KB