Pricing the Quality Option In Treasury Bond Futures<sup>1</sup> (Q4345931): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: An equilibrium characterization of the term structure / rank | |||
Normal rank |
Latest revision as of 16:44, 27 May 2024
scientific article; zbMATH DE number 1040344
Language | Label | Description | Also known as |
---|---|---|---|
English | Pricing the Quality Option In Treasury Bond Futures<sup>1</sup> |
scientific article; zbMATH DE number 1040344 |
Statements
Pricing the Quality Option In Treasury Bond Futures<sup>1</sup> (English)
0 references
31 August 1997
0 references
pricing the quality option
0 references
treasury bond futures contract
0 references