Quality Option Profits, Switching Option Profits, and Variation Margin Costs: An Evaluation of Their Size and Impact on Treasury Bond Futures Prices
| Year of publication: |
1990
|
|---|---|
| Authors: | Barnhill, Theodore M. |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 25.1990, 01, p. 65-86
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |