Analytical bounds for Treasury bond futures prices
Year of publication: |
2012
|
---|---|
Authors: | Chen, Ren-Raw ; Yeh, Shih-Kuo |
Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 39.2012, 2, p. 209-240
|
Saved in:
Saved in favorites
Similar items by person
-
An empirical analysis of the CDX index and its tranches
Fabozzi, Frank J., (2009)
-
Embedded options in treasury bond futures prices : new evidence
Chen, Ren-Raw, (2009)
-
Ju, Hann-Shing, (2015)
- More ...