Exact Solutions for Futures and European Futures Options on Pure Discount Bonds

Authors
Ren-Raw Chen
Citation
Ren-Raw Chen, Exact Solutions for Futures and European Futures Options on Pure Discount Bonds, Journal of financial and quantitative analysis, 27(01), 1992, pp. 97
Journal title
Journal of financial and quantitative analysis → ACNP
ISSN journal
00221090
Volume
27
Issue
01
Year of publication
1992
Database
ICR
SICI code
0022-1090(1992)27:01<97:ESFFAE>2.0.ZU;2-I