SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    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
  2. 2
    Gordon J. Alexander, Michael Stutzer, A graphical note on European put thetas, Journal of Futures Markets, 1996, 16, 2
  3. 3
    M. M. Chaudhury, Some easy-to-implement methods of calculating American futures option prices, Journal of Futures Markets, 1995, 15, 3
  4. 4
    Alan L. Tucker, Jeff Madura, John F. Marshall, PRICING CURRENCY FUTURES OPTIONS WITH LOGNORMALLY DISTRIBUTED JUMPS, Journal of Business Finance & Accounting, 1994, 21, 6
  5. 5
    Nusret Cakici, Sris Chatterjee, Avner Wolf, Empirical tests of valuation models for options on t-note and t-bond futures, Journal of Futures Markets, 1993, 13, 1
  6. 6
    William W. Wilson, Hung-Gay Fung, Michael Ricks, Option price behavior in grain futures markets, Journal of Futures Markets, 1988, 8, 1