scientific article

zbMATH Open1150.91358MaRDI QIDQ3513358

Jieneng Ding, Dong Han

Publication date: 6 August 2008

Title of this publication is not available (Why is that?)

zbMATH Keywords

Heath-Jarrow-Mortonbond futures optionsforward martingale measure method

Mathematics Subject Classification ID

Related Items (3)

Title not available (Why is that?) ⋮ EXPLICIT BOND OPTION FORMULA IN HEATH–JARROW–MORTON ONE FACTOR MODEL ⋮ Quality options and hedging in Japanese government bond futures markets

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