The Embedded Option Pricing of Treasury Bond Futures under GED-IO Model.

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Bibliographic Details
Title: The Embedded Option Pricing of Treasury Bond Futures under GED-IO Model.
Authors: Xiaofeng, Yang1 (AUTHOR) xiaofengyang@hznu.edu.cn
Source: Journal of Derivatives. Spring2026, Vol. 33 Issue 3, p74-98. 25p.
Database: Business Source Ultimate
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Description
ISSN:10741240
DOI:10.3905/jod.2025.1.246