S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula
Year of publication: |
1996
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Authors: | Corrado, Charles J. ; Su, Tie |
Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 16.1996, 6, p. 611-629
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Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
freely available
Saved in favorites
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