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person:"Arak, Marcelle V."
~person:"Chen, Ren-Raw"
~subject:"Cox-Ingersoll-Ross model"
~subject:"Public bond"
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Arak, Marcelle V.
Chen, Ren-Raw
Upper, Christian
9
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9
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5
Ito, Takayasu
5
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The journal of futures markets
3
Advances in futures and options research : a research annual
1
Review of quantitative finance and accounting
1
The journal of fixed income
1
The journal of fixed income : JFI
1
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1
Ultra treasury bond futures
Chen, Ren-Raw
;
Leistikow, Dean
;
Su, You-Tseng
;
Yeh, Shih-kuo
- In:
The journal of fixed income : JFI
32
(
2023
)
3
,
pp. 117-139
Persistent link: https://www.econbiz.de/10014231386
Saved in:
2
Analytical bounds for Treasury bond futures prices
Chen, Ren-Raw
;
Yeh, Shih-kuo
- In:
Review of quantitative finance and accounting
39
(
2012
)
2
,
pp. 209-239
Persistent link: https://www.econbiz.de/10009629083
Saved in:
3
Embedded options in treasury bond futures prices : new evidence
Chen, Ren-Raw
;
Ju, Hann-shing
;
Yeh, Shih-kuo
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 82-95
Persistent link: https://www.econbiz.de/10003875982
Saved in:
4
Treasury bond futures : valuing the delivery options
Arak, Marcelle V.
- In:
The journal of futures markets
7
(
1987
)
3
,
pp. 269-286
Persistent link: https://www.econbiz.de/10001149625
Saved in:
5
The municipal-treasury futures spread
Arak, Marcelle V.
(
contributor
)
- In:
The journal of futures markets
7
(
1987
)
4
,
pp. 355-371
Persistent link: https://www.econbiz.de/10001149648
Saved in:
6
The cheapest to deliver bond on the treasury bond futures contract
Arak, Marcelle V.
- In:
Advances in futures and options research : a research annual
1
(
1986
),
pp. 49-74
Persistent link: https://www.econbiz.de/10001339384
Saved in:
7
The effect of the tax treatment of Treasury-bill futures on their rates
Arak, Marcelle V.
- In:
The journal of futures markets
3
(
1983
)
1
,
pp. 65-73
Persistent link: https://www.econbiz.de/10001085157
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