Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market.
| Year of publication: |
1986
|
|---|---|
| Authors: | Kane, Alex ; Marcus, Alan J |
| Published in: |
Journal of Finance. - American Finance Association - AFA, ISSN 1540-6261. - Vol. 41.1986, 1, p. 195-207
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| Publisher: |
American Finance Association - AFA |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005296099