Valuation and Optimal Exercise of the Wild Card Option in...

Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market

Alex Kane and Alan J. Marcus
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Volume:
41
Language:
english
Journal:
The Journal of Finance
DOI:
10.2307/2328352
Date:
March, 1986
File:
PDF, 415 KB
english, 1986
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