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~isPartOf:"Computing in Economics and Finance 2005"
~isPartOf:"International review of economics & finance : IREF"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of banking & finance"
~subject:"Derivative"
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Riding the swaption curve
Duyvesteyn, Johan
;
Zwart, Gerben Jacobus de
- In:
Journal of banking & finance
59
(
2015
),
pp. 57-75
Persistent link: https://www.econbiz.de/10011544291
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Exploiting commodity momentum along the futures curves
Groot, Wilma de
;
Karstanje, Dennis
;
Zhou, Weili
- In:
Journal of banking & finance
48
(
2014
),
pp. 79-93
Persistent link: https://www.econbiz.de/10010506936
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