Multifactor and analytical valuation of treasury bond futures with an embedded quality option
2007 ◽
Vol 12
(5)
◽
pp. 665-681
◽
2014 ◽
pp. 1909-1944
2009 ◽
Vol 12
(01)
◽
pp. 63-85
◽
1986 ◽
Vol 6
(2)
◽
pp. 231-248
◽
1992 ◽
Vol 2
(3)
◽
pp. 197-214
◽
2019 ◽
Vol 30
(2)
◽
pp. 271-283
1988 ◽
Vol 12
(3)
◽
pp. 469-492
◽
1985 ◽
Vol 5
(3)
◽
pp. 361-374
◽