Journal Article

A Note on the Design of Commodity Options Contracts: A Comment

Journal of Futures Markets
Author(s)

Robert L. McDonald

Daniel Siegel

Describes the design of commodity options contracts in Europe and United States. Introduction on the concept of futures options; Discussion on the pricing and properties of standard commodity options; Kinds of standard contracts.
Date Published: 1983
Citations: McDonald, Robert L., Daniel Siegel. 1983. A Note on the Design of Commodity Options Contracts: A Comment. Journal of Futures Markets. (1)23-26.
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