Analytical bounds for Treasury bond futures prices
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Bibliographic InfoArticle provided by Springer in its journal Review of Quantitative Finance and Accounting.
Volume (Year): 39 (2012)
Issue (Month): 2 (August)
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Web page: http://springerlink.metapress.com/link.asp?id=102990
Treasury bond futures; Delivery options; Cox-Ingersoll-Ross model; Bounds; G13;
Find related papers by JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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