Author:
Chance Don M.,Hemler Michael L.
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Reference63 articles.
1. Treasury bond futures: Valuing the delivery options
2. , and (1986): “The Cheapest to Deliver Bond on the Treasury Bond Futures Contract,” in Advances in Futures and Options Research, Vol. 1 (Part B), (ed.), Greenwich, CT: JAI.
3. The Delivery Option on Forward Contracts: A Comment
4. Optimal exercise of the switching option in treasury bond arbitrages
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24 articles.
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