A Note on the Stability of Lognormal Interest Rate Models and the Pricing of Eurodollar Futures
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Publication:4372045
DOI10.1111/1467-9965.00027zbMath0884.90049OpenAlexW1537005355MaRDI QIDQ4372045
Dieter Sondermann, Klaus Sandmann
Publication date: 21 January 1998
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00027
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