Valuation and optimal exercise of the switching option in treasury bond cash versus futures arbitrages

Valuation and optimal exercise of the switchi ...
Theodore M. Barnhill, Theodore ...
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Last edited by MARC Bot
July 23, 2024 | History

Valuation and optimal exercise of the switching option in treasury bond cash versus futures arbitrages

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Publish Date
Language
English
Pages
26

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Book Details


Edition Notes

Includes bibliographical references.

Published in
New York]
Series
Working paper series -- CSFM-162, Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-162

The Physical Object

Pagination
26 pages
Number of pages
26

ID Numbers

Open Library
OL52808766M
OCLC/WorldCat
21141691

Source records

marc_columbia MARC record

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July 23, 2024 Created by MARC Bot import new book