On the Term Structure of Futures and Forward Prices

Author:

Björk Tomas,Landén Camilla

Publisher

Springer Berlin Heidelberg

Reference19 articles.

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2. Björk,.R. Arbitrage Theory in Continuous Time. Oxford University Press, 1998.

3. Björk, T., and Hyll, M. On the inversion of yield curve. Working paper, Stockholm School of Economics, 2000.

4. Björk, T.,Kabanov, Y., and Runggaldier, W. Bond market structure in the presence of a marked point process. Mathematical Finance 7, 2 (1995), 211–239.

5. Cortazar, G., and Schartz, E. The valuation of commodity contingent claims. Journal of Derivatives (1994), 27–39.

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