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