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

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Formats available: PDF (English)

Article Requests: Order Reprints : Request Permissions

Linking to informaworld

Article Link

To link directly to Options in and on interest rate futures contracts: results from martingale pricing theory:

Open URL Style	http://www.informaworld.com/openurl?genre=article&issn=1350-486X&volume=2&issue=1&spage=1
DOI	http://dx.doi.org/10.1080/13504869500000001

Issue Link

To link directly to Applied Mathematical Finance, Volume 2 No. 1:

Open URL Style

Journal Link

To link directly to Applied Mathematical Finance:

Open URL Style	http://www.informaworld.com/openurl?genre=journal&issn=1350-486X
Paper ISSN	http://www.informaworld.com/1350-486X
Electronic ISSN	http://www.informaworld.com/1466-4313