Accessibility navigation

Modelling the implied volatility of options on long gilt futures

Tools

Brooks, C. and Oozeer, M.C. (2002) Modelling the implied volatility of options on long gilt futures. Journal of Business Finance and Accounting, 29 (1-2). pp. 111-137. ISSN 1468-5957

Full text not archived in this repository.

To link to this article DOI: 10.1111/1468-5957.00426


Item Type:Article
Refereed:Yes
Divisions:Henley Business School > ICMA Centre
ID Code:24154
Publisher:Blackwell Publishing Ltd
Deposit Details

Repository Staff Only: item control page

Page navigation

See also