The quality option implicit in futures contracts
Data up to Jan 2025
Total Citations Per Year
Abstract
References (17)
The pricing of commodity contracts
1976 • 2,931 citations
A Treatise on Money
1930 • 1,747 citations
THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER
1978 • 1,524 citations
The relation between forward prices and futures prices
1981 • 770 citations
Options on the minimum or the maximum of two risky assets
1982 • 564 citations
Futures Trading and the Storage of Cotton and Wheat
1958 • 556 citations
Capital Market Equilibrium with Personal Tax
1983 • 509 citations
Forward contracts and futures contracts
1981 • 242 citations
A continuous time equilibrium model of forward prices and futures prices in a multigood economy
1981 • 235 citations
THE CAPITAL ASSET PRICING MODEL (CAPM), SHORT‐SALE RESTRICTIONS AND RELATED ISSUES
1977 • 209 citations
Taxes and the Pricing of Stock Index Futures
1983 • 180 citations
Forward and Futures Prices: Evidence from the Foreign Exchange Markets
1981 • 176 citations
A comparison of futures and forward prices
1983 • 169 citations
The Efficiency of the Treasury Bill Futures Market
1979 • 136 citations
Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts
1983 • 70 citations
Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market
1986 • 50 citations
Difference Systems in Financial Futures Markets
1982 • 42 citations