A nonstationary trinomial model for the valuation of options on treasury bond futures contracts
Ehud I. Ronn ; Robert R. Bliss, Jr
| Year of publication: |
1994
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|---|---|
| Authors: | Ronn, Ehud I. |
| Other Persons: | Bliss, Robert R. (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 14.1994, 5, p. 597-617
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| Subject: | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | CAPM | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001169815