Bootstrapping options: An application to recapture clauses
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References listed on IDEAS
- Williams,Jeffrey C. & Wright,Brian D., 2005. "Storage and Commodity Markets," Cambridge Books, Cambridge University Press, number 9780521023399, December.
- Giovannini, Alberto & Labadie, Pamela, 1991.
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- Giovannini, A. & Labadie, P., 1989. "Esset Prices And Interest Rates In Cash-In-Advance Models," Papers 456, Stockholm - International Economic Studies.
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- Black, Fischer, 1976. "The pricing of commodity contracts," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 167-179.
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