European options on bond futures: A closed form solution

David Feldman

doi:10.1002/fut.3990130308

European options on bond futures: A closed form solution

David Feldman

Department of Business Administration

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Original language	English
Pages (from-to)	325-333
Number of pages	9
Journal	Journal of Futures Markets
Volume	13
Issue number	3
DOIs	https://doi.org/10.1002/fut.3990130308
State	Published - 1 Jan 1993

ASJC Scopus subject areas

Accounting
General Business, Management and Accounting
Finance
Economics and Econometrics

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10.1002/fut.3990130308

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European options on bond futures: A closed form solution

ASJC Scopus subject areas

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