Valuation and optimal exercise of the switching option in treasury bond cash versus futures arbitrages
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Author
Contributions
- Columbia University. Center for the Study of Futures Markets - Contributor
- Seale, William E., 1941- - Contributor
Publication
1987 - Center for the Study of Futures Markets, Columbia Business School, New York], New York (State)
Language
English
Word Count
0 words, Guess
Page Count
0 pages
Identifiers
- OCLC Control Number21141691
- Open LibraryOL52808766M
Subjects
Series Statement
- Working paper series -- CSFM-162
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