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A nonstationary trinomial model for the valuation of options on treasury bond futures contracts
Author(s) -
Ronn Ehud I.,
Bliss Robert R.
Publication year - 1994
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/fut.3990140507
Subject(s) - bliss , futures contract , treasury , valuation (finance) , citation , bond , economics , financial economics , library science , computer science , finance , political science , law , programming language
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