Pricing term structure risk in futures markets

Research output: Contribution to journal › Article › Scientific

Original language	English
Pages (from-to)	103-126
Number of pages	24
Journal	CBOT Research Symposium Proceedings (formerly: Review of Futures Markets)
Issue number	winter
Publication status	Published - 1996

Cite this

@article{38c23b964ff440beb22c30af1e00fe07,

title = "Pricing term structure risk in futures markets",

author = "T.E. Nijman and {de Roon}, F.A. and C.H. Veld",

note = "Pagination: 24",

year = "1996",

language = "English",

pages = "103--126",

journal = "CBOT Research Symposium Proceedings (formerly: Review of Futures Markets)",

publisher = "Chicago Board of Trade",

number = "winter",

}