Term structure volatility and Bund futures embedded options

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

Original language	English
Pages (from-to)	101-127
Journal	Journal of Business Finance & Accounting
Volume	22
Issue number	1
Publication status	Published - 1995

Cite this

@article{037d79829c85425989bbe1caf7f461c8,

title = "Term structure volatility and Bund futures embedded options",

author = "Dean Paxson and B. Lin",

year = "1995",

language = "English",

volume = "22",

pages = "101--127",

journal = "Journal of Business Finance & Accounting",

issn = "1468-5957",

publisher = "John Wiley & Sons Ltd",

number = "1",

}