Empirical performance of multifactor term structure models for pricing and hedging Eurodollar futures options

✍ Scribed by I-Doun Kuo; Yueh-Neng Lin

• Book ID: 116868971
• Publisher: Elsevier Science
• Year: 2009
• Tongue: English
• Weight: 801 KB
• Volume: 18
• Category: Article
• ISSN: 1058-3300
• DOI: 10.1016/j.rfe.2007.12.001