FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2003309715> ?p ?o ?g. }

• W2003309715 endingPage "560" @default.
• W2003309715 startingPage "545" @default.
• W2003309715 abstract "Journal of Futures MarketsVolume 16, Issue 5 p. 545-560 Full Access Recovering probabilistic information from option markets: Tests of distributional assumptions Bruce J. Sherrick, Corresponding Author Bruce J. Sherrick Department of Agricultural Economics at the University of Illinois, Urbana-ChampaignDepartment of Agricultural Economics at the University of Illinois, Urbana-ChampaignSearch for more papers by this authorPhilip Garcia, Philip Garcia Department of Agricultural Economics at the University of Illinois, Urbana-ChampaignSearch for more papers by this authorViswanath Tirupattur, Viswanath Tirupattur Lincoln Investment Management, Inc., Fort Wayne, IndianaSearch for more papers by this author Bruce J. Sherrick, Corresponding Author Bruce J. Sherrick Department of Agricultural Economics at the University of Illinois, Urbana-ChampaignDepartment of Agricultural Economics at the University of Illinois, Urbana-ChampaignSearch for more papers by this authorPhilip Garcia, Philip Garcia Department of Agricultural Economics at the University of Illinois, Urbana-ChampaignSearch for more papers by this authorViswanath Tirupattur, Viswanath Tirupattur Lincoln Investment Management, Inc., Fort Wayne, IndianaSearch for more papers by this author First published: August 1996 https://doi.org/10.1002/(SICI)1096-9934(199608)16:5<545::AID-FUT3>3.0.CO;2-GCitations: 38AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onEmailFacebookTwitterLinkedInRedditWechat Bibliography Black, F. (1976): “The Pricing of Commodity Contracts,” Journal of Finance, 3: 167–179. Black, F., and Scholes, M. (1973): “ The Pricing of Options and Corporate Liabilities,” Journal of Political Economy: 637–654. Cox, J. C., and Ross, S. (1976): “A Survey of Some New Results in Financial Option Pricing Theory,” Journal of Finance, 31: 382–402. Fackler, P. L. (1986): “The Information Content of Option Premiums,” unpublished Ph.D. Dissertation, University of Minnesota. Fackler, P. L., and King, R. P. (1990): “Calibration of Option-Based Probability Assessments in Agricultural Commodity Markets,” American Journal of Agricultural Economics, 72: 73–83. Gardner, B. L. (1977): “Commodity Options for Agriculture,” American Journal of Agricultural Economics, 59: 986–992. Garven, J. R. (1986): “A Pedagogic Note on the Derivation of the Black—Scholes Option Pricing Formula,” Financial Review, 21: 337–344. Hall, J. A., Brorsen, B. W., and Irwin, S. H. (1989): “The Distribution of Futures Prices: A Test of the Stable Paretian and Mixture of Normals Hypothesis,” Journal of Financial and Quantitative Analysis, 24: 105–116. McCulloch, J. H. (1978): “Continuous Time Processes with Stable Increments,” Journal of Business, 51: 105–116. Meyers, R. J., and Hanson, S. D. (1993): “Pricing Commodity Options when the Underlying Future Price Exhibits Time-Varying Volatility,” American Journal of Agricultural Economics, 75: 121–130. Rodriguez, R. N. (1977): “A Guide to the Burr Type XII distributions,” Biometrika, 64: 129–134. Rubinstein, M. (1994): “Implied Binomial Trees,” Journal of Finance, 64: 771–818. Sherrick, B. J., Irwin, S. H., and Forster, D. L. (1992): “Option-Based Evidence of the Nonstationarity of S&P 500 Futures Price Distributions,” The Journal of Futures Markets, 12: 1–16. So, J. (1987): “The Sub-Gaussian Distribution of Currency Futures: Stable Paretian or Nonstationary?” The Review of Economics and Statistics, 69: 100–107. Tadikamalla, P. R. (1980): “A Look at the Burr and Related Distributions,” International Statistical Review, 48: 337–344. Citing Literature Volume16, Issue5August 1996Pages 545-560 ReferencesRelatedInformation" @default.
• W2003309715 created "2016-06-24" @default.
• W2003309715 creator A5012292290 @default.
• W2003309715 creator A5034023720 @default.
• W2003309715 creator A5037251365 @default.
• W2003309715 date "1996-08-01" @default.
• W2003309715 modified "2023-10-03" @default.
• W2003309715 title "Recovering probabilistic information from option markets: Tests of distributional assumptions" @default.
• W2003309715 cites W1971422098 @default.
• W2003309715 cites W1973983622 @default.
• W2003309715 cites W1979194155 @default.
• W2003309715 cites W2022808247 @default.
• W2003309715 cites W2028040980 @default.
• W2003309715 cites W2061947142 @default.
• W2003309715 cites W2065574513 @default.
• W2003309715 cites W2070881262 @default.
• W2003309715 cites W2076469944 @default.
• W2003309715 cites W2082359945 @default.
• W2003309715 cites W2106154424 @default.
• W2003309715 cites W2118987160 @default.
• W2003309715 doi "https://doi.org/10.1002/(sici)1096-9934(199608)16:5<545::aid-fut3>3.0.co;2-g" @default.
• W2003309715 hasPublicationYear "1996" @default.
• W2003309715 type Work @default.
• W2003309715 sameAs 2003309715 @default.
• W2003309715 citedByCount "75" @default.
• W2003309715 countsByYear W20033097152012 @default.
• W2003309715 countsByYear W20033097152013 @default.
• W2003309715 countsByYear W20033097152014 @default.
• W2003309715 countsByYear W20033097152015 @default.
• W2003309715 countsByYear W20033097152016 @default.
• W2003309715 countsByYear W20033097152017 @default.
• W2003309715 countsByYear W20033097152018 @default.
• W2003309715 countsByYear W20033097152020 @default.
• W2003309715 countsByYear W20033097152021 @default.
• W2003309715 countsByYear W20033097152023 @default.
• W2003309715 crossrefType "journal-article" @default.
• W2003309715 hasAuthorship W2003309715A5012292290 @default.
• W2003309715 hasAuthorship W2003309715A5034023720 @default.
• W2003309715 hasAuthorship W2003309715A5037251365 @default.
• W2003309715 hasConcept C106159729 @default.
• W2003309715 hasConcept C106306483 @default.
• W2003309715 hasConcept C138885662 @default.
• W2003309715 hasConcept C144024400 @default.
• W2003309715 hasConcept C15708023 @default.
• W2003309715 hasConcept C161191863 @default.
• W2003309715 hasConcept C162324750 @default.
• W2003309715 hasConcept C17744445 @default.
• W2003309715 hasConcept C199539241 @default.
• W2003309715 hasConcept C27548731 @default.
• W2003309715 hasConcept C2776684731 @default.
• W2003309715 hasConcept C2778805511 @default.
• W2003309715 hasConcept C41008148 @default.
• W2003309715 hasConcept C94625758 @default.
• W2003309715 hasConceptScore W2003309715C106159729 @default.
• W2003309715 hasConceptScore W2003309715C106306483 @default.
• W2003309715 hasConceptScore W2003309715C138885662 @default.
• W2003309715 hasConceptScore W2003309715C144024400 @default.
• W2003309715 hasConceptScore W2003309715C15708023 @default.
• W2003309715 hasConceptScore W2003309715C161191863 @default.
• W2003309715 hasConceptScore W2003309715C162324750 @default.
• W2003309715 hasConceptScore W2003309715C17744445 @default.
• W2003309715 hasConceptScore W2003309715C199539241 @default.
• W2003309715 hasConceptScore W2003309715C27548731 @default.
• W2003309715 hasConceptScore W2003309715C2776684731 @default.
• W2003309715 hasConceptScore W2003309715C2778805511 @default.
• W2003309715 hasConceptScore W2003309715C41008148 @default.
• W2003309715 hasConceptScore W2003309715C94625758 @default.
• W2003309715 hasIssue "5" @default.
• W2003309715 hasLocation W20033097151 @default.
• W2003309715 hasOpenAccess W2003309715 @default.
• W2003309715 hasPrimaryLocation W20033097151 @default.
• W2003309715 hasRelatedWork W1975287921 @default.
• W2003309715 hasRelatedWork W1995949325 @default.
• W2003309715 hasRelatedWork W2049115043 @default.
• W2003309715 hasRelatedWork W2107597046 @default.
• W2003309715 hasRelatedWork W3201085918 @default.
• W2003309715 hasRelatedWork W3215369144 @default.
• W2003309715 hasRelatedWork W412875239 @default.
• W2003309715 hasRelatedWork W4235542756 @default.
• W2003309715 hasRelatedWork W4281389543 @default.
• W2003309715 hasRelatedWork W4367044665 @default.
• W2003309715 hasVolume "16" @default.
• W2003309715 isParatext "false" @default.
• W2003309715 isRetracted "false" @default.
• W2003309715 magId "2003309715" @default.
• W2003309715 workType "article" @default.