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~isPartOf:"Advances in quantitative analysis of finance and accounting : a research annual"
~isPartOf:"CESifo working papers"
~isPartOf:"Kiel working paper"
~isPartOf:"The journal of futures markets"
~person:"Cakici, Nusret"
~person:"Wei, David Guoming"
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Advances in quantitative analysis of finance and accounting : a research annual
CESifo working papers
Kiel working paper
The journal of futures markets
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Pricing Eurodollar futures options with the Heath-Jarrow-Morton model
Cakici, Nusret
;
Zhu, Jintao
- In:
The journal of futures markets
21
(
2001
)
7
,
pp. 655-680
Persistent link: https://www.econbiz.de/10001588271
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Time-varying default risk premiums in the Eurodollar deposit market
Li, Yue
;
Wei, David Guoming
- In:
Advances in quantitative analysis of finance and …
9
(
2001
),
pp. 1-29
Persistent link: https://www.econbiz.de/10001880157
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