Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market
| Year of publication: |
2001
|
|---|---|
| Authors: | Longstaff, Francis A. ; Santa-Clara, Pedro ; Schwartz, Eduardo S. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 62.2001, 1, p. 39-66
|
| Publisher: |
Elsevier |