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The journal of futures markets
Working papers / Federal Reserve Bank of Philadelphia, Research Department
42
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Empirical test of valuation models for options on t-note and t-bond futures
Cakici, Nusret
- In:
The journal of futures markets
13
(
1993
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10001136845
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Robustness results for regression hedge ratios : futures contracts with multiple deliverable grades
Viswanath, P. V.
- In:
The journal of futures markets
12
(
1992
)
3
,
pp. 253-263
Persistent link: https://www.econbiz.de/10001125678
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Pricing stock index futures with stochastic interest rates
Cakici, Nusret
- In:
The journal of futures markets
11
(
1991
)
4
,
pp. 441-452
Persistent link: https://www.econbiz.de/10001109935
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