𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A model and some evidence on pricing compound call options

✍ Scribed by John Boot; George Frankfurter; Allan Young


Publisher
Elsevier Science
Year
1983
Tongue
English
Weight
445 KB
Volume
13
Category
Article
ISSN
0377-2217

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Options on futures contracts: A comparis
✍ Kuldeep Shastri; Kishore Tandon πŸ“‚ Article πŸ“… 1986 πŸ› John Wiley and Sons 🌐 English βš– 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

The effect of solute concentration on th
✍ D. F. Ewing πŸ“‚ Article πŸ“… 1973 πŸ› John Wiley and Sons 🌐 English βš– 565 KB

## Abstract The change in chemical shift with solute concentration (dilution effect) has been determined for a model compoundβ€”1‐iodonaphthaleneβ€”in cyclohexane and carbon tetrachloride. The data and assignments for this compound differ from those of previous work. A simple model is proposed to accou