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ArticleFutures markets and commodity options: Hedging and optimality in incomplete markets

Douglas T. Breeden1984

Article1984

Futures markets and commodity options: Hedging and optimality in incomplete markets

Douglas T. Breeden

90 citations·0/0 files stored·Journal of Economic Theory

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Economic theories and models Financial Markets and Investment Strategies Stochastic processes and financial applications

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References

1973The Pricing of Options and Corporate Liabilities 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*1970Efficient Capital Markets: A Review of Theory and Empirical Work 1985A Theory of the Term Structure of Interest Rates 1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1973An Intertemporal Capital Asset Pricing Model 1976The pricing of commodity contracts

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2002Financial Innovation and Information: The Role of Derivatives When a Market for Information Exists 2011Does Finance Theory Make the Case forCapitalization-Weighted Indexing?2000The Minimum Variance Hedge Ratio Under Stochastic Interest Rates

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Year1984

Typearticle

Published1984-04-01

VenueJournal of Economic Theory

ISSN-L0022-0531

Languageen

Citations90

Files0 public / 0

ShelfEconomic theories and models

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doi10.1016/0022-0531(84)90055-3

openalex_workW2038010306

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