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person:"Arak, Marcelle V."
~person:"Chen, Ren-Raw"
~person:"Mercurio, Fabio"
~subject:"Anleihe"
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Anleihe
Interest rate derivative
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Arak, Marcelle V.
Chen, Ren-Raw
Mercurio, Fabio
Gallati, Reto R.
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Journal of financial and quantitative analysis : JFQA
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Exact solutions for futures and European futures options on pure discount bonds
Chen, Ren-Raw
- In:
Journal of financial and quantitative analysis : JFQA
27
(
1992
)
1
,
pp. 97-107
Persistent link: https://www.econbiz.de/10001122224
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