On pricing of forward and futures contracts on zero-coupon bonds in the Cox-Ingersoll-Ross model.

@inproceedings{Bialkowski2004OnPO,
  title={On pricing of forward and futures contracts on zero-coupon bonds in the Cox-Ingersoll-Ross model.},
  author={Jedrzej Bialkowski and Jacek Jakubowski},
  year={2004}
}

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Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model

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