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

Journal article

Peer reviewed

Charles J Corrado and Tie Su

The journal of futures markets, Vol.16(6), pp.611-629

1996-09

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Title: S&P 500 index option tests of Jarrow and Rudd's approximate option valuation formula
Creators: Charles J Corrado - University of Missouri-Columbia, Columbia, Missouri
Tie Su - University of Miami, Miami, Florida
Publication Details: The journal of futures markets, Vol.16(6), pp.611-629
Publisher: Wiley Subscription Services, Inc., A Wiley Company
Number of pages: 19
Academic Unit: Miami Herbert Business School; A&S - Finance; MHBS - Finance
Language: English
Resource Type: Journal article
Record Identifier: 991031615285802976