Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Ramaprasad Bhar ; Carl Chiarella
| Year of publication: |
1995
|
|---|---|
| Authors: | Bhar, Ramaprasad ; Chiarella, Carl |
| Publisher: |
Sydney |
| Extent: | 25 S. : graph. Darst. |
|---|---|
| Series: | Working paper / School of Finance and Economics. - Sydney : School of Finance and Economics, University of Technology, ISSN 1036-7373. - Vol. 55 |
| Type of publication: | Book / Working Paper |
| Source: |
Persistent link: https://www.econbiz.de/10004352260