A test of the beta model on Eurodollar futures options (Q5433095)
From MaRDI portal
scientific article; zbMATH DE number 5221739
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test of the beta model on Eurodollar futures options |
scientific article; zbMATH DE number 5221739 |
Statements
A test of the beta model on Eurodollar futures options (English)
0 references
19 December 2007
0 references
empirical tests
0 references
entropy
0 references
fixed-income options
0 references
incomplete markets
0 references
