Pricing Eurodollar Futures Options with the Heath?Jarrow?Morton Model
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference15 articles.
1. Implied volatility functions in arbitrage-free term structure models
2. The pricing of commodity contracts
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5. Arbitrage free pricing of interest rate futures and forward contracts
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