View in EDS HTML Full Text PDF Full Text

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

Saved in:
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
Full text is not displayed to guests.
FullText Links:
  – Type: pdflink
Text:
  Availability: 1
Header DbId: bsu
DbLabel: Business Source Ultimate
An: 192352057
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: The Embedded Option Pricing of Treasury Bond Futures under GED-IO Model.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Xiaofeng%2C+Yang%22">Xiaofeng, Yang</searchLink><relatesTo>1</relatesTo> (AUTHOR)<i> xiaofengyang@hznu.edu.cn</i>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Journal+of+Derivatives%22">Journal of Derivatives</searchLink>. Spring2026, Vol. 33 Issue 3, p74-98. 25p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=192352057
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.3905/jod.2025.1.246
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 25
        StartPage: 74
    Titles:
      – TitleFull: The Embedded Option Pricing of Treasury Bond Futures under GED-IO Model.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Xiaofeng, Yang
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 03
              Text: Spring2026
              Type: published
              Y: 2026
          Identifiers:
            – Type: issn-print
              Value: 10741240
          Numbering:
            – Type: volume
              Value: 33
            – Type: issue
              Value: 3
          Titles:
            – TitleFull: Journal of Derivatives
              Type: main
ResultId 1