AN EMPIRICAL-TEST OF A VALUATION MODEL FOR AMERICAN OPTIONS ON FUTURES CONTRACTS

被引：21

作者：

SHASTRI, K ^{[1
]}

TANDON, K ^{[1
]}

机构：

[1] CUNY BERNARD M BARUCH COLL,DEPT FINANCE,NEW YORK,NY 10010

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1986年 / 21卷 / 04期

关键词：

D O I：

10.2307/2330687

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：377 / 392

页数：16

共 15 条

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[9] THE AMERICAN PUT OPTION VALUED ANALYTICALLY [J].

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JOHNSON, HE .

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[10]

GESKE R, 1984, UCLA484 WORK PAP

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