Gaspar, Raquel M. (contributor) - 2004 - [Elektronische Ressource]
forward prices and futures prices.
The aims of this study are: the development of a theory for general quadratic term … give a close form solution.
• Finally, in section 6 we exemplify our theory GQTS for bond, forward and futures prices.
Our … drift of many quadratic factors, it could (in theory) be that the many
non-zero independent terms on the Riccati equation …