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This article has been cited by:

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    Mohamed A. Ayadi, Hatem Ben-Ameur, Tymur Kirillov, Robert Welch, A Stochastic Dynamic Program for Valuing Options on Futures, Journal of Futures Markets, 2014, 34, 12
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    Gordon J. Alexander, Michael Stutzer, A graphical note on European put thetas, Journal of Futures Markets, 1996, 16, 2
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    M. M. Chaudhury, Some easy-to-implement methods of calculating American futures option prices, Journal of Futures Markets, 1995, 15, 3
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    Alan L. Tucker, Jeff Madura, John F. Marshall, PRICING CURRENCY FUTURES OPTIONS WITH LOGNORMALLY DISTRIBUTED JUMPS, Journal of Business Finance & Accounting, 1994, 21, 6
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    William W. Wilson, Hung-Gay Fung, Michael Ricks, Option price behavior in grain futures markets, Journal of Futures Markets, 1988, 8, 1