scientific article; zbMATH DE number 7113133

MaRDI QIDQ5196309zbMATH OpenFDO

Authors Shuang Li, Ying Bao, Cheng Peng, Yanlong Zhao

Publication date 2 October 2019

zbMATH Keywords

quality optionstochastic interest ratetiming option

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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(4)

• Quality options and hedging in Japanese government bond futures markets
• ISOLATING THE WILD CARD OPTION
• Pricing the Quality Option In Treasury Bond Futures¹
• Pricing the Chicago Board of Trade T-Bond futures

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