The Valuation of Options on Futures Contracts.

A-Tier
Journal: Journal of Finance
Year: 1985
Volume: 40
Issue: 5
Pages: 1319-40

Authors (2)

Ramaswamy, Krishna (University of Pennsylvania) Sundaresan, Suresh M (not in RePEc)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:bla:jfinan:v:40:y:1985:i:5:p:1319-40
Journal Field
Finance
Author Count
2
Added to Database
2026-01-29