@article{Hauser:279099,
      recid = {279099},
      author = {Hauser, Robert J. and Anderson, Dane K.},
      title = {MODIFYING TRADITIONAL OPTION PRICING FORMULAE FOR OPTIONS  ON SOYBEAN FUTURES},
      address = {1984-08},
      number = {2140-2018-7088},
      pages = {17},
      year = {1984},
      abstract = {The option pricing assumptions that (a) the logarithmic  price return on soybean futures is distributed normally and  (b) the variance of the instantaneous return is constant  throughout the option contract's life are investigated.  Systematic variance changes are then incorporated into an  option pricing formula and the resultant premia are  compared to constant-variance premia.},
      url = {http://ageconsearch.umn.edu/record/279099},
      doi = {https://doi.org/10.22004/ag.econ.279099},
}