Pricing and hedging of long-term futures and forward contracts by a three-factor model
- 期刊名称Quantitative Finance
- 作者Shiraya, Kenichiro; Takahashi, Akihiko
- 卷第12卷
- 期第12期
- 印刷ISSN1469-7688
- 电子ISSN1469-7696
- 文件大小395.05KB
- 发表时间2012-12
- DOI10.1080/14697680903341780
- 页码1811-1826
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