Commodity and Financial Instrument Options

by James Hoag



James W. Hoag is an assistant professor of finance in the Schools of Business Administration at the University of California, Berkeley. He is engaged in investment research and consultancy specializing in real estate, commodity and financial futures and option markets. In this note, recent research concerning the pricing of options on commodities and financial instruments is described. For further information on this research, see the references listed at the end of this note.

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