๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

A Comparison of North American and European Future Purchasing Trends

โœ Scribed by Joseph R. Carter; Ram Narasimhan


Book ID
114843681
Publisher
John Wiley and Sons
Year
1996
Tongue
English
Weight
296 KB
Volume
32
Category
Article
ISSN
1523-2409

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Options on futures contracts: A comparis
โœ Kuldeep Shastri; Kishore Tandon ๐Ÿ“‚ Article ๐Ÿ“… 1986 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 775 KB

ecent theoretical research has developed two valuation models for pricing R options on futures contracts-a European version, and a more complex American variant. The purpose of this article is to compare the pricing behavior of the two models and develop some implications for the use of European mod