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Implementation of the BDT model with different volatility estimators : applications to Eurodollar futures options
Bali, Turan G.
;
Karagozoglu, Ahmet K.
- In:
The journal of fixed income
8
(
1999
)
4
,
pp. 24-34
Persistent link: https://www.econbiz.de/10001432399
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2
A life-cycle view of electricity futures contracts
Brooks, Robert
;
El-Keib, A. A.
- In:
Journal of energy finance & development
3
(
1998
)
2
,
pp. 171-183
Persistent link: https://www.econbiz.de/10001445725
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