Work

Arbitrage free pricing of interest rate futures and forward contracts

Year: 1993

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.3990130108

Author: Bjorn Flesaker

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1997398706

FWCI: 4.941

Cites: 20

Cited by: 36

Related to: 10