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英文文献：Commodity Futures Price Changes: Normality And Implications For Option Pricing
英文文献作者：Sarassoro, Gboroton F.,Hudson, Michael A.,Leuthold, Raymond M.
英文文献摘要：
The distribution of day-to-day price changes for wheat, soybean, and live cattle futures contracts was examined for the period from January 1973 through December 1982. The results demonstrate a move toward independence and normality, suggesting option pricing formulae which assume normality may provide accurate representations of option values.
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