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Options on overnight futures
Henrard, Marc P. A., (2022)
Hedge effectiveness : basis risk and minimum-variance hedging
Castelino, Mark G., (2000)
The economics of futures markets
Stein, Jerome L., (1990)
Pricing futures and portfolio applications
Fabozzi, Frank J., (2005)
Controlling interest-rate risk with futures and options
Interest rate futures and options
Pitts, Mark, (1990)