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Efficiency tests of options on Treasury bond futures contracts at the Chicago Board of Trade

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  • Blomeyer, Edward C.
  • Boyd, James C.
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    File URL: http://www.sciencedirect.com/science/article/B6W4W-45GNTDK-1B/2/40d267ee0504655e6f942a6ed74a2c58
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    Bibliographic Info

    Article provided by Elsevier in its journal International Review of Financial Analysis.

    Volume (Year): 4 (1995)
    Issue (Month): 2-3 ()
    Pages: 169-181

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    Handle: RePEc:eee:finana:v:4:y:1995:i:2-3:p:169-181

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    Web page: http://www.elsevier.com/locate/inca/620166

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    1. Stoll, Hans R, 1973. "The Relationship Between Put and Call Option Prices: Reply," Journal of Finance, American Finance Association, vol. 28(1), pages 185-87, March.
    2. Whaley, Robert E, 1986. " Valuation of American Futures Options: Theory and Empirical Tests," Journal of Finance, American Finance Association, vol. 41(1), pages 127-50, March.
    3. Ramaswamy, Krishna & Sundaresan, Suresh M, 1985. " The Valuation of Options on Futures Contracts," Journal of Finance, American Finance Association, vol. 40(5), pages 1319-40, December.
    4. Black, Fischer, 1976. "The pricing of commodity contracts," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 167-179.
    5. Stoll, Hans R, 1969. "The Relationship between Put and Call Option Prices," Journal of Finance, American Finance Association, vol. 24(5), pages 801-24, December.
    6. Brenner, Menachem & Courtadon, Georges & Subrahmanyam, Marti, 1985. " Options on the Spot and Options on Futures," Journal of Finance, American Finance Association, vol. 40(5), pages 1303-17, December.
    7. Merton, Robert C, 1973. "The Relationship Between Put and Call Option Prices: Comment," Journal of Finance, American Finance Association, vol. 28(1), pages 183-84, March.
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