Treasury Bond Futures Valuing The Delivery Options

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Bond Futures Definition - Investopedia

    https://www.investopedia.com/terms/b/bondfutures.asp
    Jan 17, 2020 · Bond futures are financial derivatives which obligate the contract holder to purchase or sell a bond on a specified date at a predetermined price. A bond future can be bought in …

Analytical Bounds for Treasury Bond Futures Prices ...

    https://www.researchgate.net/publication/227118288_Analytical_Bounds_for_Treasury_Bond_Futures_Prices
    The pricing of delivery options, particularly timing options, in Treasury bond futures is prohibitively expensive. Recursive use of the lattice model is unavoidable for valuing such options, as ...

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