不知道楼主是不是熟悉衍生品的定价。

期货定价模型，你当然是找不到的，因为期货的payoff function是标的的线性函数，所以持有一份标的，同时short一定数量的bond就可以完美复制这个payoff，价格随之也找到了。也就是说期货的价格应该是不不依赖模型的，不论股价服从一个什么分布，波动率是常数随机的也好，利率是常数还是随机的也好，都不影响他的价格，是model free的，很容易算。所以期货定价没什么可研究的，你当然查不到，有的人研究forward和future在利率非常数的情况下的spread，那可能还有点文献。

我不知道楼主是不是不小心打错了，是想找期权定价的吧？

那你说说股指期货和现货价格应该是个什么关系。

Futures price=Spot price+carrying cost-carrying income. For stock index futures, carrying cost is mainly financing cost and the income is the dividend payment of the component stocks. Since there are usually hundreds of stocks within an index, we can regard the dividend payment as continuous. So that
F=S*exp((r-q)*T) works. Where, F is the futures price, S is the index, r is your financing cost, usually the riskfree rate, q is the annul dividend rate paid by the index's component  stocks. T is the time to maturity.

If the futures price is higher than this, you can do the carrying arbitrage.
Anyway, my point is that, the futures price does not depend on a "model". It is model free. Perhaps the pricing is not so accurate but you don't need a model. If you really want to say a model, I can only say the "cost of carrying model" which is mentioned above.