A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures (Q4372045)
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scientific article; zbMATH DE number 1106729
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| English | A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures |
scientific article; zbMATH DE number 1106729 |
Statements
A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures (English)
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21 January 1998
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term structure models
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lognormal interest rate
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Eurodollar futures
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0.8702458739280701
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0.8067942261695862
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0.78212970495224
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0.7733764052391052
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