Options and futures exchanges in the United States have introduced a number of new trading
instruments in the past two decades, particularly in the financial futures and options areas. …

… Die von menschlichen Aktivitäten in die Luft gebrachten Stoffe führen zu verunreinigter
Luft. Es wird aber noch zu sehen sein, dass reine Luft, also eine nicht vom Menschen be…

This paper contends that the discount for lack of marketability (DLOM) is the difference between
the stock price of a liquid company and an equivalent illiquid company and reflects the …

This paper tests the ability of Black's commodity option pricing model to provide prices for
over‐the‐counter Ginnie Mae call options, which are not significantly different from actual …

This article is motivated by the growth of tactical asset allocation portfolios as an active
investment option that lies between a purely passive investment approach and traditional active …

This paper investigates the feasibility of an individual hedging the interest rate risk involved
in planning to take out a mortgage at a future point in time. Simulation using market data …

This paper compares returns of ETFs holding physical commodities and ETFs holding
derivative products to their respective spot commodity returns to identify significant performance …

… In regard to the last purpose, Luft's main argument shows … And the ultimate point Luft makes
in the text is that Husserl's … In making his argument, Luft also demonstrates that there is a …

This paper explores empirically the behavior of the Chicago Mercantile Exchange (CME)
bitcoin futures contract. The analysis focuses on the time period between the launch of the …

The goal of this dissertation is to empirically test Fischer Black''s commodity option pricing
model. A three-step process is used to accomplish this goal. First, the model is mathematically …