Upper bounds for american futures options: A note

The pricing of commodity contracts

Fischer Black · Journal of Financial Economics · 1976 · 2.9K citations

Social Sciences, Contract Law, Economics +8

Efficient Analytic Approximation of American Option Values

Giovanni Barone‐Adesi, Robert E. Whaley · The Journal of Finance · 1987 · 1.1K citations

Business, Finance, Commodity Markets +14

The Valuation of Options on Futures Contracts

Krishna Ramaswamy, Suresh Sundaresan · The Journal of Finance · 1985 · 137 citations

Business, Economics, Finance +17

Option pricing with futures‐style margining

D. K. Lieu · Journal of Futures Markets · 1990 · 57 citations

Business, Business Economics, Finance +12

Pricing interest rate futures options with futures‐style margining

Ren‐Raw Chen, Louis O. Scott · Journal of Futures Markets · 1993 · 50 citations

Business, Economics, Finance +14