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Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts

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References

1973The Pricing of Options and Corporate Liabilities29,064 cited
2005Theory of rational option pricing7,161 cited
1976A New Approach to Consumer Theory6,913 cited
1976The pricing of commodity contracts2,859 cited
1978THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER1,740 cited
1983Price Movements and Price Discovery in Futures and Cash Markets641 cited
1966Change and Innovation in the Technology of Consumption353 cited
1979Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk174 cited
1981Innovation, competition, and new contract design in futures markets161 cited
1982Difference Systems in Financial Futures Markets45 cited

Cited by

2004A survey on physical delivery versus cash settlement in futures contracts25 cited
2002Delivery risk and the hedging role of options18 cited

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