Yield Curve and Volatility: Lessons from Eurodollar Futures and Options
Bikbov, R., Chernov, M.Volume:
9
Language:
english
Journal:
Journal of Financial Econometrics
DOI:
10.1093/jjfinec/nbq019
Date:
January, 2011
File:
PDF, 370 KB
english, 2011