Upper Bounds for American Futures Options: A Note
Year of publication: |
1994
|
---|---|
Authors: | Chaudhury, Mohammed M. ; Wei, Jason |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 14.1994, 1, p. 111-116
|
Saved in:
Saved in favorites
Similar items by person
-
Upper bounds for american futures options: A note
Chaudhury, Mohammed M., (1994)
-
The Market Value and Dynamic Interest Rate Risk of Swaps
Chen, Andrew H., (1996)
-
On the striking price bias of the Black-Scholes formula with an estimated variance rate
Chaudhury, Mohammed M., (1987)
- More ...