A pricing kernel approach to valuing options on interest rate futures
Liu, Xiaoquan, Kuo, Jing-Ming, Coakley, JerryVolume:
21
Language:
english
Journal:
The European Journal of Finance
DOI:
10.1080/1351847X.2013.779289
Date:
January, 2015
File:
PDF, 222 KB
english, 2015