Analytic Approximation of the Optimal Exercise Boundaries for American Futures Options

Cited 9 time in webofscience Cited 0 time in scopus
  • Hit : 288
  • Download : 0
DC FieldValueLanguage
dc.contributor.authorI. J. Kimko
dc.date.accessioned2013-02-25T01:20:20Z-
dc.date.available2013-02-25T01:20:20Z-
dc.date.created2012-02-06-
dc.date.created2012-02-06-
dc.date.issued1994-
dc.identifier.citationJOURNAL OF FUTURES MARKETS, v.14, no.1, pp.1 - 24-
dc.identifier.issn0270-7314-
dc.identifier.urihttp://hdl.handle.net/10203/58715-
dc.languageEnglish-
dc.publisherWiley-Blackwell-
dc.subjectVALUATION-
dc.subjectCONTRACTS-
dc.titleAnalytic Approximation of the Optimal Exercise Boundaries for American Futures Options-
dc.typeArticle-
dc.identifier.wosidA1994MR50200002-
dc.type.rimsART-
dc.citation.volume14-
dc.citation.issue1-
dc.citation.beginningpage1-
dc.citation.endingpage24-
dc.citation.publicationnameJOURNAL OF FUTURES MARKETS-
dc.contributor.localauthorI. J. Kim-
dc.type.journalArticleArticle-
dc.subject.keywordPlusVALUATION-
dc.subject.keywordPlusCONTRACTS-
Appears in Collection
RIMS Journal Papers
Files in This Item
There are no files associated with this item.
This item is cited by other documents in WoS
⊙ Detail Information in WoSⓡ Click to see webofscience_button
⊙ Cited 9 items in WoS Click to see citing articles in records_button

qr_code

  • mendeley

    citeulike


rss_1.0 rss_2.0 atom_1.0