A model and some evidence on pricing compound call options
β 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
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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
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