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~isPartOf:"ECB Occasional Paper"
~isPartOf:"Handbook of European financial markets and institutions"
~isPartOf:"The journal of futures markets"
~subject:"Optionspreistheorie"
~subject:"Theory"
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Search: subject:"Eurogeldmarkt"
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ECB Occasional Paper
Handbook of European financial markets and institutions
The journal of futures markets
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Extracting the expected path of monetary policy from futures rates
Sack, Brian
- In:
The journal of futures markets
24
(
2004
)
8
,
pp. 733-754
Persistent link: https://www.econbiz.de/10002138807
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2
Pricing and hedging American fixed-income derivatives with implied volatility structures in the two-factor Heath-Jarrow-Morton model
Zeto, Samuel Yau Man
- In:
The journal of futures markets
22
(
2002
)
9
,
pp. 839-875
Persistent link: https://www.econbiz.de/10001696688
Saved in:
3
Pricing Eurodollar futures options with the Heath-Jarrow-Morton model
Cakici, Nusret
;
Zhu, Jintao
- In:
The journal of futures markets
21
(
2001
)
7
,
pp. 655-680
Persistent link: https://www.econbiz.de/10001588271
Saved in:
4
Pricing eurodollar futures options using the BDT term structure model : the effect of yield curve smoothing
Bali, Turan G.
;
Karagozoglu, Ahmet K.
- In:
The journal of futures markets
20
(
2000
)
3
,
pp. 293-306
Persistent link: https://www.econbiz.de/10001485244
Saved in:
5
Pricing Eurodollar futures options with the Ho and Lee and Black, Derman, and Toy models : an empirical comparison
Mathis, Roswell E.
;
Bierwag, Gerald O.
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10001377950
Saved in:
6
Stochastic volatility functions implicit in Eurodollar futures options
Bhanot, Karan
- In:
The journal of futures markets
18
(
1998
)
6
,
pp. 605-627
Persistent link: https://www.econbiz.de/10001249194
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