Pricing Options on Agricultural Futures: Departures from Traditional Theory

Robert J. Hauser; David Neff

doi:10.1002/fut.3990050405

Pricing Options on Agricultural Futures: Departures from Traditional Theory

Robert J. Hauser, David Neff

Agricultural and Consumer Economics

Research output: Contribution to journal › Article › peer-review

Original language	English (US)
Pages (from-to)	539-577
Number of pages	39
Journal	Journal of Futures Markets
Volume	5
Issue number	4
DOIs	https://doi.org/10.1002/fut.3990050405
State	Published - 1985

ASJC Scopus subject areas

Accounting
Business, Management and Accounting(all)
Finance
Economics and Econometrics

Online availability

10.1002/fut.3990050405

Library availability

Discover UIUC Full Text

Cite this

@article{f2ebeadae4694e1081a8cc397078c9f3,

title = "Pricing Options on Agricultural Futures: Departures from Traditional Theory",

author = "Hauser, {Robert J.} and David Neff",

year = "1985",

doi = "10.1002/fut.3990050405",

language = "English (US)",

volume = "5",

pages = "539--577",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

number = "4",

}

TY - JOUR

T1 - Pricing Options on Agricultural Futures

T2 - Departures from Traditional Theory

AU - Hauser, Robert J.

AU - Neff, David

PY - 1985

Y1 - 1985

UR - http://www.scopus.com/inward/record.url?scp=84979376612&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84979376612&partnerID=8YFLogxK

U2 - 10.1002/fut.3990050405

DO - 10.1002/fut.3990050405

M3 - Article

AN - SCOPUS:84979376612

SN - 0270-7314

VL - 5

SP - 539

EP - 577

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 4

ER -

Pricing Options on Agricultural Futures: Departures from Traditional Theory

ASJC Scopus subject areas

Online availability

Library availability

Related links

Cite this