Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Cited by
24 articles.
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1. Interest rate convexity in a Gaussian framework;Quantitative Finance;2024-06-02
2. Bond Variance Risk Premiums*;Review of Finance;2017-01-27
3. Convexity Adjustment for FRAs and Futures with Multicurves;SSRN Electronic Journal;2015
4. Commodity Option Pricing;WILEY FINANC SER;2014-03-28
5. References;Commodity Option Pricing;2014-03-01