DELIVERY OPTION IN FUTURES CONTRACTS AND BASIS BEHAVIOR AT CONTRACT MATURITY
| dc.creator | Hranaiova, Jana | |
| dc.creator | Tomek, William G. | |
| dc.date | 2017-04-01T19:41:49Z | |
| dc.date.accessioned | 2026-07-09T03:36:42Z | |
| dc.description | Estimates of the joint value of the timing and location options in the corn futures contract on the CBOT are obtained by using a multinomial diffusion process. The estimated option values will be used in a model to explain basis behavior on the first day of the maturity month. | |
| dc.identifier | doi:10.22004/ag.econ.21732 | |
| dc.identifier | https://ageconsearch.umn.edu/record/21732/files/sp00hr01.pdf | |
| dc.identifier | http://ageconsearch.umn.edu/record/21732 | |
| dc.identifier.uri | http://hdl.handle.net/123456789/536486 | |
| dc.language | eng | |
| dc.publisher | ||
| dc.source | http://ageconsearch.umn.edu/record/21732 | |
| dc.title | DELIVERY OPTION IN FUTURES CONTRACTS AND BASIS BEHAVIOR AT CONTRACT MATURITY | |
| dc.type | Text |