A MULTIFACTOR MODEL OF THE QUALITY OPTION IN TREASURY...

A MULTIFACTOR MODEL OF THE QUALITY OPTION IN TREASURY FUTURES CONTRACTS

Ritchken, Peter, Sankarasubramanian, L.
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Volume:
18
Language:
english
Journal:
Journal of Financial Research
DOI:
10.1111/j.1475-6803.1995.tb00566.x
Date:
September, 1995
File:
PDF, 1.17 MB
english, 1995
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