Pages that link to "Item:Q4585685"
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The following pages link to Eurodollar futures pricing in log-normal interest rate models in discrete time (Q4585685):
Displaying 5 items.
- Convexity bias in Eurodollar futures prices: A dimension-free HJM criterion (Q1041301) (← links)
- Convexity bias in the pricing of Eurodollar swaps (Q1851134) (← links)
- On Gaussian HJM framework for Eurodollar futures (Q2862428) (← links)
- A test of the beta model on Eurodollar futures options (Q5433095) (← links)
- Growth rate of a stochastic growth process driven by an exponential Ornstein–Uhlenbeck process (Q5884836) (← links)