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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中国科学院数学与系统科学研究院期刊网
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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

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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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