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A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures
| Content Provider | Scilit |
|---|---|
| Author | Sandmann, Klaus Sondermann, Dieter |
| Copyright Year | 1997 |
| Description | Journal: Mathematical Finance |
| Ending Page | 125 |
| Starting Page | 119 |
| ISSN | 2573508X |
| e-ISSN | 14679965 |
| DOI | 10.1111/1467-9965.00027 |
| Journal | Mathematical Finance |
| Issue Number | 2 |
| Volume Number | 7 |
| Language | English |
| Publisher | Wiley-Blackwell |
| Publisher Date | 1997-04-01 |
| Access Restriction | Open |
| Subject Keyword | Journal: Mathematical Finance Mathematical Social Sciences Term Structure Models Lognormal Interest Rate Eurodollar Futures |
| Content Type | Text |
| Subject | Finance Applied Mathematics Accounting Social Sciences Economics and Econometrics |