Romero-Bermúdez, A., & Turfus, C. (2024). Analytic Pricing of SOFR Futures Contracts with Smile and Skew.
Chicago Style (17th ed.) CitationRomero-Bermúdez, Aurelio, and Colin Turfus. Analytic Pricing of SOFR Futures Contracts with Smile and Skew. 2024.
MLA (9th ed.) CitationRomero-Bermúdez, Aurelio, and Colin Turfus. Analytic Pricing of SOFR Futures Contracts with Smile and Skew. 2024.
Warning: These citations may not always be 100% accurate.