Stochastic volatility functions implicit in Eurodollar futures options
Year of publication: |
1998
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Authors: | Bhanot, Karan |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 18.1998, 6, p. 605-627
|
Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Euromarkt | Euromarkets | Währungsderivat | Currency derivative | Theorie | Theory | USA | United States | 1991-1994 |
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