The valuation of options on index futures with stochastic...

The valuation of options on index futures with stochastic dividend yields

Zambrano, Enrique A., Sequera, Rednaxela
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Volume:
7
Year:
2020
Journal:
International Journal of Financial Markets and Derivatives
DOI:
10.1504/IJFMD.2020.111889
File:
PDF, 337 KB
2020
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