Work

S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula

Year: 1996

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/(sici)1096-9934(199609)16:6<611::aid-fut1>3.0.co;2-i

Authors: Charles J. Corrado, Tie Su

Institutions: University of Missouri, University of Miami

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1978738169

FWCI: 2.383

Cites: 19

Cited by: 59

Related to: 10