Estimates of the joint value of the timing and location options in the corn futures contract on the CBOT are obtained by using a multinomial diffusion process. The estimated option values will be used in a model to explain basis behavior on the first day of the maturity month
What are the general ideas behind a futures contract price and the concept of the Basis calculation?...
This publication, the second of six NebGuides on agricultural grain options, explains specifications...
The Oklahoma Cooperative Extension Service periodically issues revisions to its publications. The mo...
Estimates of the joint value of the timing and location options in the corn futures contract on the ...
The value of the timing option implicit in CBOT corn futures contract is estimated. Separate estimat...
This paper estimates values of the delivery options implicit in the CBOT corn futures contract. Join...
We analyze the effect various delivery options embedded in commodity futures contracts have on the f...
The T-Bond futures contract has traded on the Chicago Board of Trade (CBOT) for approximately 20 yea...
In this article, assuming the stochastic behavior of basis as a modified Brownian bridge process, we...
4 pp., 3 tablesTo use futures and options, you must understand how such contracts are specified. Thi...
Typescript (photocopy).The three-year pilot program initiated by the Commodity Futures Trading Commi...
The timing option embedded in a futures contract allows the short position to decide when to deliver...
A method is developed for pricing the quality option in futures contracts where there are several de...
The delivery location options of futures shorters are employed to analyze the premiums and discounts...
This paper is the first to study liquidity costs based on actual observed bid-ask spreads (BAS) in c...
What are the general ideas behind a futures contract price and the concept of the Basis calculation?...
This publication, the second of six NebGuides on agricultural grain options, explains specifications...
The Oklahoma Cooperative Extension Service periodically issues revisions to its publications. The mo...
Estimates of the joint value of the timing and location options in the corn futures contract on the ...
The value of the timing option implicit in CBOT corn futures contract is estimated. Separate estimat...
This paper estimates values of the delivery options implicit in the CBOT corn futures contract. Join...
We analyze the effect various delivery options embedded in commodity futures contracts have on the f...
The T-Bond futures contract has traded on the Chicago Board of Trade (CBOT) for approximately 20 yea...
In this article, assuming the stochastic behavior of basis as a modified Brownian bridge process, we...
4 pp., 3 tablesTo use futures and options, you must understand how such contracts are specified. Thi...
Typescript (photocopy).The three-year pilot program initiated by the Commodity Futures Trading Commi...
The timing option embedded in a futures contract allows the short position to decide when to deliver...
A method is developed for pricing the quality option in futures contracts where there are several de...
The delivery location options of futures shorters are employed to analyze the premiums and discounts...
This paper is the first to study liquidity costs based on actual observed bid-ask spreads (BAS) in c...
What are the general ideas behind a futures contract price and the concept of the Basis calculation?...
This publication, the second of six NebGuides on agricultural grain options, explains specifications...
The Oklahoma Cooperative Extension Service periodically issues revisions to its publications. The mo...
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