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~isPartOf:"Review of futures markets"
~person:"Jamshidian, Farshid"
~person:"Barone-Adesi, Giovanni"
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Review of futures markets
Advances in futures and options research : a research annual
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Finance : revue de l'Association Française de Finance
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Replication of an option on a bond portfolio
Jamshidian, Farshid
- In:
Review of futures markets
9
(
1990
)
1
,
pp. 83-100
Persistent link: https://www.econbiz.de/10001102027
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Pricing the treasury bond futures contract as the minimum value of deliverable bond prices
Barone-Adesi, Giovanni
;
Elliott, Robert J.
- In:
Review of futures markets
8
(
1989
)
3
,
pp. 438-444
Persistent link: https://www.econbiz.de/10001099129
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