Throwing Away a Billion Dollars: The Cost of Suboptimal...

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Throwing Away a Billion Dollars: The Cost of Suboptimal Exercise Strategies in the Swaption Market

Longstaff, Francis A., Santa-Clara, Pedro, Schwartz, Eduardo S.
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Year:
1999
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.164208
File:
PDF, 713 KB
1999
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