The quality option implicit in futures contractsGerald D. Gay, Steven Manaster1984-09-01articleJournal of Financial Economics92 citationsclosedNo readable copy stored yet — this record is metadata only.Stochastic processes and financial applicationsFinancial Markets and Investment StrategiesMarket Dynamics and VolatilityAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 92 citations exist upstream.References1976The pricing of commodity contracts1978THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER1971A Treatise on Money1981The relation between forward prices and futures prices1982Options on the minimum or the maximum of two risky assets1958Futures Trading and the Storage of Cotton and Wheat1983Capital Market Equilibrium with Personal Tax1981Forward contracts and futures contractsCited by1990The Quality Delivery Option in Treasury Bond Futures Contracts1991Day-of-the-Week Effects in Financial Futures: An Analysis of GNMA, T-Bond, T-Note, and T-Bill Contracts1989The Quality Option and Timing Option in Futures Contracts1986Nominal Contracts in a Bimetallic Standard1987Optimal Hedging in Futures Markets with Multiple Delivery Specifications1990An Algorithm for Computing Values of Options on the Maximum or Minimum of Several Assets1988Market Trading Structures and Asset Pricing: Evidence from the Treasury-Bill Markets1986The quality option in the treasury bond futures market: An empirical assessment