scientific article; zbMATH DE number 2133103
From MaRDI portal
Publication:3160494
Recommendations
- Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model
- A note on pricing interest rate derivatives when forward LIBOR rates are lognormal
- Pricing the Chicago Board of Trade T-Bond futures
- scientific article; zbMATH DE number 1724292
- Pricing and Hedging Discount Bond Options in the Presence of Model Risk *
Cited in
(4)
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3160494)