Title of article
Tests of alternate models for the pricing of Korean Treasury bond futures contracts
Author/Authors
angkoo Kang، نويسنده , , Hyoung-Jin Park، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
16
From page
410
To page
425
Keywords
Korean Treasury bond futures , Term–structure models , The cost-of-carry model , Arbitrage , Pricing error
Journal title
Pacific-Basin Finance Journal
Serial Year
2006
Journal title
Pacific-Basin Finance Journal
Record number
249450
Link To Document