Interest rate futures: Estimation of volatility parameters in an arbitrage-free framework page
| Year of publication: |
1997
|
|---|---|
| Authors: | Bhar, Ramaprasad ; Chiarella, Carl |
| Published in: |
Applied mathematical finance. - London : Routledge, ISSN 1350-486X, ZDB-ID 12824094. - Vol. 4.1997, 4, p. 181-200
|