Efficiency tests of options on Treasury bond futures contracts at the Chicago Board of Trade
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- Robert C. Merton, 1973.
"Theory of Rational Option Pricing,"
Bell Journal of Economics,
The RAND Corporation, vol. 4(1), pages 141-183, Spring.
- Stoll, Hans R, 1969. "The Relationship between Put and Call Option Prices," Journal of Finance, American Finance Association, vol. 24(5), pages 801-824, December.
- Whaley, Robert E, 1986. " Valuation of American Futures Options: Theory and Empirical Tests," Journal of Finance, American Finance Association, vol. 41(1), pages 127-150, March.
- Ramaswamy, Krishna & Sundaresan, Suresh M, 1985. " The Valuation of Options on Futures Contracts," Journal of Finance, American Finance Association, vol. 40(5), pages 1319-1340, December.
- Phillips, Susan M. & Smith, Clifford Jr., 1980. "Trading costs for listed options : The implications for market efficiency," Journal of Financial Economics, Elsevier, vol. 8(2), pages 179-201, June.
- Klemkosky, Robert C & Resnick, Bruce G, 1979. "Put-Call Parity and Market Efficiency," Journal of Finance, American Finance Association, vol. 34(5), pages 1141-1155, December.
- Black, Fischer, 1976. "The pricing of commodity contracts," Journal of Financial Economics, Elsevier, vol. 3(1-2), pages 167-179.
- Merton, Robert C, 1973. "The Relationship Between Put and Call Option Prices: Comment," Journal of Finance, American Finance Association, vol. 28(1), pages 183-184, March.
- 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 1303-1317, December.
- Stoll, Hans R, 1973. "The Relationship Between Put and Call Option Prices: Reply," Journal of Finance, American Finance Association, vol. 28(1), pages 185-187, March.
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