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

Charles J. Corrado, Tie Su

Research output: Contribution to journalArticle

38 Scopus citations
Original languageEnglish (US)
Pages (from-to)611-629
Number of pages19
JournalJournal of Futures Markets
Volume16
Issue number6
DOIs
StatePublished - Jan 1 1996

ASJC Scopus subject areas

  • Accounting
  • Business, Management and Accounting(all)
  • Finance
  • Economics and Econometrics

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