A test of the Asay model for pricing options on the SPI futures contract
| Year of publication: |
1997
|
|---|---|
| Authors: | Brown, C. A. ; Taylor, S. D. |
| Published in: |
Pacific-Basin Finance Journal. - Elsevier, ISSN 0927-538X. - Vol. 5.1997, 5, p. 579-594
|
| Publisher: |
Elsevier |