@article{e460aae5373e4acaa5595cd3c2bd63fc,
title = "The value of the wildcard option in cash-settled American index options",
keywords = "American-style, Cash settled options, European-style, Option pricing, S&P 100 index",
author = "Lasser, {Dennis J.} and Spizman, {Joshua D.}",
note = "Publisher Copyright: {\textcopyright} 2015 Elsevier B.V.",
year = "2016",
month = mar,
day = "1",
doi = "10.1016/j.finmar.2015.09.002",
language = "English",
volume = "28",
pages = "116--131",
journal = "Journal of Financial Markets",
issn = "1386-4181",
publisher = "Elsevier",
}