S-AND-P-500 INDEX OPTION TESTS OF JARROW AND RUDDS APPROXIMATE OPTIONVALUATION FORMULA

Authors
CORRADO CJ SU T
Citation
Cj. Corrado et T. Su, S-AND-P-500 INDEX OPTION TESTS OF JARROW AND RUDDS APPROXIMATE OPTIONVALUATION FORMULA, The journal of futures markets, 16(6), 1996, pp. 611-629
Citations number
15
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
16
Issue
6
Year of publication
1996
Pages
611 - 629
Database
ISI
SICI code
0270-7314(1996)16:6<611:SIOTOJ>2.0.ZU;2-0