Optimal exercise of the switching option in treasury bond arbitrages
| Year of publication: |
1988
|
|---|---|
| Authors: | Barnhill, Theodore M. ; Seale, William E. |
| Published in: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 8.1988, 5, p. 517-532
|
| Publisher: |
John Wiley & Sons, Ltd. |