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Pricing and hedging American fixed-income derivatives with implied volatility structures in the two-factor Heath-Jarrow-Morton model
Zeto, Samuel Yau Man, (2002)
Empirical performance of multifactor term structure models for pricing and hedging Eurodollar futures options
Kuo, I.-doun, (2009)
A hedging deficiency in eurodollar futures
Chance, Don M., (2006)
Reply to A comment on "A hedging deficiency in eurodollar futures"
Chance, Don M., (2007)
An immunized hedge procedure for bond futures
Chance, Don M., (1985)
A theory of the value of active investment management and its implications for closed-end funds and investment management contracts
Chance, Don M., (1997)