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[IEEE IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr) - New York City, NY, USA (24-26 March 1996)] IEEE/IAFE 1996 Conference on Computational Intelligence for Financial Engineering (CIFEr) - Interest rate futures: estimation of volatility parameters in an arbitrage-free framework

✍ Scribed by Bhar, R.; Chiarella, C.

Book ID: 126763626
Publisher: IEEE
Year: 1996
Weight: 989 KB
Category: Article
ISBN-13: 9780780332362
DOI: 10.1109/CIFER.1996.501842

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