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
Formats available:
PDF
(English)

Download Citation
