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Analysing and Comparing the Yield Curve Risk of Interest Rates. Evidence From the Swedish Futures Market Based on 3 and 6 Month Eurodollar Futures Contract
Guirguis, Michel, (2021)
Eurodollar futures pricing in log-normal interest rate models in discrete time
Pirjol, Dan, (2016)
Effect of liquidity on the implied volatility surface in interest rate options markets
Kim, Kwanho, (2017)
A comment on "A hedging deficiency in eurodollar futures"
Kawaller, Ira G., (2007)
An immunized hedge procedure for bond futures
Chance, Don M., (1985)
A theory of the value of active investment management and its implications for closed-end funds and investment management contracts
Chance, Don M., (1997)