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~isPartOf:"Journal of financial economics"
~person:"Brennan, Michael J."
~person:"Kogan, Leonid"
~person:"Longstaff, Francis A."
~subject:"CAPM"
~subject:"Derivat"
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Brennan, Michael J.
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Journal of financial economics
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The valuation of options on yields
Longstaff, Francis A.
- In:
Journal of financial economics
26
(
1990
)
1
,
pp. 97-121
Persistent link: https://www.econbiz.de/10001100937
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12
A theory of price limits in futures markets
Brennan, Michael J.
- In:
Journal of financial economics
16
(
1986
)
2
,
pp. 213-233
Persistent link: https://www.econbiz.de/10001015155
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