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S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula
Author(s) -
Corrado Charles J.,
Su Tie
Publication year - 1996
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(199609)16:6<611::aid-fut1>3.0.co;2-i
Subject(s) - miami , columbia university , valuation (finance) , futures contract , index (typography) , citation , library science , computer science , sociology , economics , financial economics , media studies , environmental science , world wide web , soil science , finance