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Futures Prices on Yields, Forward Prices, and Implied Forward Prices from Term Structure

Journal of Financial and Quantitative Analysis 1991 26(3), 409

Suresh Sundaresan, Futures Prices on Yields, Forward Prices, and Implied Forward Prices from Term Structure, The Journal of Financial and Quantitative Analysis, Vol. 26, No. 3 (Sep., 1991), pp. 409-424

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Futures Prices on Yields, Forward Prices, and Implied Forward Prices from Term Structure