New no-arbitrage conditions and the term structure of interest rate futures

DOI10.1007/s10436-006-0040-4zbMath1233.91287OpenAlexW3122720222MaRDI QIDQ665727

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Publication date: 6 March 2012

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-006-0040-4

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