Are options on soybean futures profitable?
Subtitle: a test of the straddle ratio trading strategy
By: Hun Y. Park, David Meier, Kevin Stortzum
Contributors: Meier, David; Stortzum, Kevin; University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Series: BEBR faculty working paper -- no. 1219; BEBR faculty working paper -- no. 1219.
Publisher: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign
Published: 1986
Place of publication: [Urbana, Ill.]
Language: eng
Notes: Includes bibliographical references (p. 7).