Pricing Eurodollar futures options with the Heath-Jarrow-Morton model
Nusret Cakici; Jintao Zhu
| Year of publication: |
2001
|
|---|---|
| Authors: | Cakici, Nusret ; Zhu, Jintao |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 21.2001, 7, p. 655-680
|
| Subject: | Derivat | Derivative | Optionsgeschäft | Option trading | Euromarkt | Euromarkets | Optionspreistheorie | Option pricing theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of futures markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001588271