Work

The Valuation of Options on Futures Contracts

Year: 1985

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1985.tb02385.x

Authors: KRISHNA RAMASWAMY, SURESH M. SUNDARESAN

Institutions: Duke University, New York University, Columbia University, University of Pennsylvania

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2129731163

FWCI: 18.18

Cites: 16

Cited by: 144

Related to: 10