Equilibrium treasury bond futures pricing in the presence of implicit delivery options
| Year of publication: |
1991
|
|---|---|
| Authors: | Gay, Gerald D. ; Manaster, Steven |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 11.1991, 5, p. 623-645
|
| Publisher: |
John Wiley & Sons, Ltd. |