Pricing Eurodollar futures options using the BDT term structure model: The effect of yield curve smoothing

✍ Scribed by Bali, Turin G.; Karagozoglu, Ahmet K.

• Publisher: John Wiley and Sons
• Year: 2000
• Tongue: English
• Weight: 191 KB
• Volume: 20
• Category: Article
• ISSN: 0270-7314
• DOI: 10.1002/(sici)1096-9934(200003)20:3<293::aid-fut5>3.0.co;2-4