Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market
| Year of publication: |
2001
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|---|---|
| Authors: | Longstaff, Francis A. ; Santa-Clara, Pedro ; Schwartz, Eduardo S. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 62.2001, 1, p. 39-66
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