Pricing of Government Bond Futures Embedded Quality Option and Timing Option

LI Shuang,BAO Ying, PENG Cheng, ZHAO Yanlong

Journal of Systems Science and Mathematical Sciences ›› 2019, Vol. 39 ›› Issue (3) : 341-352.

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Journal of Systems Science and Mathematical Sciences ›› 2019, Vol. 39 ›› Issue (3) : 341-352. DOI: 10.12341/jssms13597

Pricing of Government Bond Futures Embedded Quality Option and Timing Option

  • LI Shuang 1,2 ,BAO Ying 3 ,PENG Cheng 1,2, ZHAO Yanlong 1,2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 2019, 39(3): 341-352 https://doi.org/10.12341/jssms13597

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