Pricing and hedging of long-term futures and forward contracts by a three-factor model

✍ Scribed by Shiraya, Kenichiro; Takahashi, Akihiko

• Book ID: 126882050
• Publisher: Taylor and Francis Group
• Year: 2012
• Tongue: English
• Weight: 395 KB
• Volume: 12
• Category: Article
• ISSN: 1469-7688
• DOI: 10.1080/14697680903341780