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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: 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)

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