Valuation of American Futures Options: Theory and Empirical Tests
Data up to Jan 2025
Total Citations Per Year
Abstract
References (23)
The Pricing of Options and Corporate Liabilities
1973 • 29,036 citations
Theory of rational option pricing
2005 • 7,870 citations
Theory of Rational Option Pricing
1973 • 7,693 citations
The pricing of commodity contracts
1976 • 2,931 citations
Fact and Fantasy in the Use of Options
1975 • 1,046 citations
Efficient Analytic Approximation of American Option Values
1987 • 1,044 citations
The relation between forward prices and futures prices
1981 • 770 citations
The American Put Option Valued Analytically
1984 • 666 citations
THE VALUATION OF AMERICAN PUT OPTIONS
1977 • 539 citations
The Valuation of American Put Options
1977 • 437 citations
Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis
1978 • 421 citations
Efficient Analytic Approximation of American Option Values
1987 • 377 citations
Valuation of American call options on dividend-paying stocks
1982 • 324 citations
The valuation of warrants: Implementing a new approach
1977 • 257 citations
The Pricing of Options on Default-Free Bonds
1982 • 251 citations
Valuation by Approximation: A Comparison of Alternative Option Valuation Techniques
1985 • 227 citations
The Valuation of Options on Futures Contracts
1985 • 139 citations
Nonlinear Regression
1975 • 75 citations
A note on the design of commodity option contracts
1982 • 53 citations
The Valuation of Options on Futures Contracts
1985 • 29 citations
A Comparison of Options and Futures in the Management of Portfolio Risk
1981 • 24 citations
Fundamentals of commodity options on futures
1982 • 23 citations
On Valuing American Futures Options
1986 • 21 citations