A test of the beta model on Eurodollar futures options (Q5433095)
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scientific article; zbMATH DE number 5221739
Language | Label | Description | Also known as |
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English | A test of the beta model on Eurodollar futures options |
scientific article; zbMATH DE number 5221739 |
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A test of the beta model on Eurodollar futures options (English)
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19 December 2007
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empirical tests
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entropy
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fixed-income options
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incomplete markets
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