An analysis of the true notional bond system applied to the CBOT T-bond futures
Year of publication: |
2009
|
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Authors: | Ben-Abdallah, Ramzi ; Ben-Ameur, Hatem ; Breton, Michèle |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 33.2009, 3, p. 534-545
|
Subject: | Optionspreistheorie | Option pricing theory | Dynamische Optimierung | Dynamic programming | Staatspapier | Government securities | Theorie | Theory |
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