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Options in and on interest rate futures contracts: results from martingale pricing theory 

Authors: U. Cherubini a; M. Esposito a
Affiliation:   a Economic Research Department, Banca Commerciale Italiana, Milan, Italy
DOI: 10.1080/13504869500000001
Publication Frequency: 6 issues per year
Published in: journal Applied Mathematical Finance, Volume 2, Issue 1 March 1995 , pages 1 - 16
Formats available: PDF (English)

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