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
Citations number
23
Categorie Soggetti
Business Finance
Journal title
The journal of futures markets → ACNP
ISSN journal
02707314
Volume
14
Issue
5
Year of publication
1994
Pages
597 - 617
Database
ISI
SICI code
0270-7314(1994)14:5<597:ANTMFT>2.0.ZU;2-F