Empirical performance of multifactor term structure models for pricing and hedging Eurodollar futures options
| Year of publication: |
2009
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|---|---|
| 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
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