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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"
~subject:"Theory"
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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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