Dai, Feng; Zhai, Dongkai; Qin, Zifu - EconWPA - 2005
paper designs a new kind of expression of futures price, presents the structure pricing model for American futures options … and put option on futures, and spot options and futures options, they are different from put-call parity of European … options. We prove analytically that an American call option on futures must be worth more than the corresponding American call …