Pricing Eurodollar Futures Options Using the BDT Term Structure Model: The Effect of Yield Curve Smoothing
| Year of publication: |
2000
|
|---|---|
| Authors: | Bali, Turan G. ; Karagozoglu, Ahmet K. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 20.2000, 3, p. 293
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