The value of the wildcard option in cash-settled American index options
Year of publication: |
March 2016
|
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Authors: | Lasser, Dennis J. ; Spizman, Joshua D. |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 28.2016, p. 116-131
|
Subject: | Cash settled options | S&P 100 index | Option pricing | American-style | European-style | Index-Futures | Index futures | Optionspreistheorie | Option pricing theory |
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