A Model of the Convenience Yields in On-the-Run Treasuries.
- Published in:
- Review of Derivatives Research, 2004, v. 7, n. 2, p. 79, doi. 10.1023/B:REDR.0000031174.07795.51
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- Publication type:
- Article
Works matching IS 13806645 AND DT 2004 AND VI 7 AND IP 2
Results: 4
1
2
Pricing the Risks of Default: A Note on Madan and Unal.
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- Review of Derivatives Research, 2004, v. 7, n. 2, p. 169, doi. 10.1023/B:REDR.0000031177.45539.1d
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- Publication type:
- Article
3
Assessing the Least Squares Monte-Carlo Approach to American Option Valuation.
- Published in:
- Review of Derivatives Research, 2004, v. 7, n. 2, p. 129, doi. 10.1023/B:REDR.0000031176.24759.e6
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- Publication type:
- Article
4
On the Information in the Interest Rate Term Structure and Option Prices.
- Published in:
- Review of Derivatives Research, 2004, v. 7, n. 2, p. 99, doi. 10.1023/B:REDR.0000031175.79497.7f
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- Publication type:
- Article