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Pricing and Hedging of Long-term Futures and Forward Contracts by a Three-Factor Model ( Revised in December 2007; Subsequently published in Quantitative Finance. ). (2007). Shiraya, Kenichiro ; Takahashi, Akihiko.
In: CARF F-Series.
RePEc:cfi:fseres:cf113.

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  47. Pricing and Hedging of Long-term Futures and Forward Contracts by a Three-Factor Model ( Revised in December 2007; Subsequently published in Quantitative Finance. ). (2007). Shiraya, Kenichiro ; Takahashi, Akihiko.
    In: CARF F-Series.
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    Full description at Econpapers || Download paper

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