๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Welfare effects of pricing in anticipation of Laspeyres price-cap regulation: an example

โœ Scribed by Peter J. Law

Book ID
108526906
Publisher
John Wiley and Sons
Year
1997
Tongue
English
Weight
155 KB
Volume
49
Category
Article
ISSN
0307-3378

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Options of futures: Pricing and the effe
Options of futures: Pricing and the effect of an anticipated price change
โœ Avner Wolf ๐Ÿ“‚ Article ๐Ÿ“… 1984 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 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