PRICING OF COMMODITY CONTRACTS

被引：1131

作者：

BLACK, F ^{[1
]}

机构：

[1] MIT,SLOAN SCH MANAGEMENT,CAMBRIDGE,MA 02139

来源：

关键词：

D O I：

10.1016/0304-405X(76)90024-6

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：167 / 179

页数：13

共 12 条

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BELL JOURNAL OF ECONOMICS AND MANAGEMENT SCIENCE, 1972, 3 (02) :357-398

[8] THEORY OF RATIONAL OPTION PRICING [J].

MERTON, RC .

BELL JOURNAL OF ECONOMICS, 1973, 4 (01) :141-183

[9]

TELSER L, 1960, J POLITICAL EC, V67, P404

[10] FUTURES TRADING AND THE STORAGE OF COTTON AND WHEAT [J].

TELSER, LG .