Empirical performance of multifactor term structure models for pricing and hedging. Eurodollar futures options.
| Published in: | Review of financial economics V. 18, 1-3 (2009). |
|---|---|
| Main Author: | |
| Format: | Article |
| Language: | English |
| Subjects: |
| Published in: | Review of financial economics V. 18, 1-3 (2009). |
|---|---|
| Main Author: | |
| Format: | Article |
| Language: | English |
| Subjects: |