๐”– Bobbio Scriptorium
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A test of the Asay model for pricing options on the SPI futures contract

โœ Scribed by C.A Brown; S.D Taylor


Book ID
117628015
Publisher
Elsevier Science
Year
1997
Tongue
English
Weight
320 KB
Volume
5
Category
Article
ISSN
0927-538X

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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