IMPLEMENTATION OF THE BDT MODEL WITH DIFFERENT VOLATILITY ESTIMATORS: APPLICATIONS TO EURODOLLAR FUTURES OPTIONS
| Year of publication: |
1999
|
|---|---|
| Authors: | Bali, Turan G. ; Karagozoglu, Ahmet K. |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 8.1999, 4, p. 24-34
|