Pricing the Chicago Board of Trade T-Bond futures (Q5745636)
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scientific article; zbMATH DE number 6252520
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing the Chicago Board of Trade T-Bond futures |
scientific article; zbMATH DE number 6252520 |
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Pricing the Chicago Board of Trade T-Bond futures (English)
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30 January 2014
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American-style derivative securities
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asset pricing
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derivative pricing models
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dynamic programming
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