Subject
Economics and Econometrics,Finance,Accounting
Cited by
17 articles.
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1. The Pricing of Bond Futures Options;Korean Journal of Financial Engineering;2017-06
2. Estimating Shadow-Rate Term Structure Models with Near-Zero Yields;Journal of Financial Econometrics;2014-04-09
3. Bibliography;Advanced Financial Risk Management, Second Edition;2013-02-07
4. Pricing Options on Interest Rate Instruments;Encyclopedia of Financial Models;2012-12-15
5. Asset Pricing Using Partially Misspecified Models;SSRN Electronic Journal;2009