Empirical performance of multifactor term structure models for pricing and hedging Eurodollar futures options
Year of publication: |
2009
|
---|---|
Authors: | Kuo, I.-Doun ; Lin, Yueh-Neng |
Published in: |
Review of financial economics : RFE. - Amsterdam [u.a.] : Elsevier, ISSN 1058-3300, ZDB-ID 11164773. - Vol. 18.2009, 1, p. 23-32
|
Saved in:
Saved in favorites
Similar items by person
-
Evidence on inefficiency of the Euribor option market
Kuo, I.-doun, (2009)
-
Kuo, I.-doun, (2009)
-
Evidence on inefficiency of the Euribor option market
Kuo, I.-Doun, (2009)
- More ...