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Empirical performance of multifactor term structure models for pricing and hedging Eurodollar futures options

Authors :
Kuo, I-Doun
Lin, Yueh-Neng
Source :
Review of Financial Economics. Jan, 2009, Vol. 18 Issue 1, p23, 10 p.
Publication Year :
2009

Subjects

Subjects :
Hedging (Finance) -- Models
Hedging (Finance) -- Analysis
Pricing -- Models
Pricing -- Analysis
Product price
Banking, finance and accounting industries
Economics

Details

Language :
English
ISSN :
10583300
Volume :
18
Issue :
1
Database :
Gale General OneFile
Journal :
Review of Financial Economics
Publication Type :
Academic Journal
Accession number :
edsgcl.191924783

Tools

Authors Abstract Subjects Details