Pricing models of foreign bond futures options under Heath-Jarrow-Morton framework (Q3513358)
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scientific article; zbMATH DE number 5307864
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| English | Pricing models of foreign bond futures options under Heath-Jarrow-Morton framework |
scientific article; zbMATH DE number 5307864 |
Statements
6 August 2008
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Heath-Jarrow-Morton
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forward martingale measure method
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bond futures options
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0.787290632724762
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0.787290632724762
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0.7803968191146851
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0.7764337062835693
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0.7643972635269165
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