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Results: 3
CALLABLE US TREASURY BONDS - OPTIMAL CALLS, ANOMALIES, AND IMPLIED VOLATILITIES
Authors: BLISS RR RONN EI
Citation: Rr. Bliss et Ei. Ronn, CALLABLE US TREASURY BONDS - OPTIMAL CALLS, ANOMALIES, AND IMPLIED VOLATILITIES, The Journal of business, 71(2), 1998, pp. 211-252
EMPIRICAL TESTS OF 2 STATE-VARIABLE HEATH-JARROW-MORTON MODELS
Authors: BLISS RR RITCHKEN P
Citation: Rr. Bliss et P. Ritchken, EMPIRICAL TESTS OF 2 STATE-VARIABLE HEATH-JARROW-MORTON MODELS, Journal of money, credit and banking, 28(3), 1996, pp. 452-476
A NONSTATIONARY TRINOMIAL MODEL FOR THE VALUATION OF OPTIONS ON TREASURY BOND FUTURES CONTRACTS
Authors: RONN EI BLISS RR
Citation: Ei. Ronn et Rr. Bliss, A NONSTATIONARY TRINOMIAL MODEL FOR THE VALUATION OF OPTIONS ON TREASURY BOND FUTURES CONTRACTS, The journal of futures markets, 14(5), 1994, pp. 597-617
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