"Interest rate futures: estimation of volatility parameters in an ..."

Ramaprasad Bhar, Carl Chiarella (1996)

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DOI: 10.1109/CIFER.1996.501842

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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  - conf/cifer/BharC96
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Ramaprasad Bhar, Carl Chiarella:
Interest rate futures: estimation of volatility parameters in an arbitrage-free framework. CIFEr 1996: 168-182

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