Transactions data tests of minimum prices and put-call parity for treasurybond futures options
James V. Jordan and William E. Seale
| Year of publication: |
1986
|
|---|---|
| Authors: | Jordan, James V. |
| Other Persons: | Seale, William E. (contributor) |
| Published in: |
Advances in futures and options research : a research annual. - Stamford, Conn. : JAI Press, ISSN 1048-1559, ZDB-ID 1115175-4. - Vol. 1.1986, p. 63-87
|
| Subject: | CAPM | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | USA | United States | 1982-1985 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001339371