Multifactor and analytical valuation of treasury bond futures with an embedded quality option
João Pedro Vidal Nunes; Luís Alberto Ferreira de Oliveira
| Year of publication: |
2007
|
|---|---|
| Authors: | Nunes, Joaõ Pedro Vidal ; Oliveira, Luís Alberto Ferreira de |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 27.2007, 3, p. 275-303
|
| Subject: | Staatspapier | Government securities | Futures | Optionspreistheorie | Option pricing theory | Deutschland | Germany | 2000-2004 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003493051