Valuation of American Futures Options: Theory and Empirical Tests

• 1 March 1986
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 41  (1) , 127-150
• https://doi.org/10.2307/2328348

Abstract

Keywords

• OPTION PRICING
• AMERICAN FUTURES OPTION
• TRANSACTION COSTS
• ERRORS WHICH ARE SYSTEMATICALLY
• EQUITY
• S&P
• OPTION MARKET