The futures option-pricing model of Ramaswamy and Sundaresan allows for a stochastic interest rate and correlation of the underlying asset's price with the interest rate. Using a data set of daily closing prices for Comex gold futures options, this paper tests the Ramaswamy and Sundaresan model ...
Mtechtips GOLD COMEX intraday trading analysis18-9-2012 GOLD spot or comex on chart formed bearish rounding top and now price sliding down towards major momentum support of 1728. currently trading at 1758 and today’s low was 1755 so trading near low which suggest bearish outlook. for tomorrow...
The futures option-pricing model of Ramaswamy and Sundaresan allows for a stochastic interest rate and correlation of the underlying asset's price with the interest rate. Using a data set of daily closing prices for Comex gold futures options, this paper tests the R...