Options on futures contracts: A comparison of European and American pricing models

C-Tier

Journal: Journal of Futures Markets

Year: 1986

Volume: 6

Issue: 4

Pages: 593-618

Authors (2)

Kuldeep Shastri Kishore Tandon (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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