Pages that link to "Item:Q4345931"
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The following pages link to Pricing the Quality Option In Treasury Bond Futures<sup>1</sup> (Q4345931):
Displayed 6 items.
- Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility (Q654788) (← links)
- A survey of stochastic continuous time models of the term structure of interest rates (Q1333590) (← links)
- A spectral algorithm for pricing interest rate options (Q1915790) (← links)
- A hybrid method for pricing European options based on multiple assets with transaction costs (Q4541569) (← links)
- Options in and on interest rate futures contracts: results from martingale pricing theory (Q4994395) (← links)
- Pricing the Chicago Board of Trade T-Bond futures (Q5745636) (← links)
