Modelling the implied volatility of options on long gilt futures

Journal of Business Finance and Accounting

Volumn 29, Issue 1-2, 2002, Pages 111-137

  Brooks, Chris ^a   Oozeer, M Currim ^a  

^a UNIVERSITY OF READING   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 52949107656     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/1468-5957.00426     Document Type: Article

References (22)

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