Multifactor and analytical valuation of treasury bond futures with an embedded quality option
| Year of publication: |
2007
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|---|---|
| Authors: | Nunes, João Pedro Vidal ; Oliveira, Luís Alberto Ferreira De |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 27.2007, 3, p. 275
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