Understanding Option-Adjusted Spreads: The Implied Prepayments Hypothesis
| Year of publication: |
1996
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|---|---|
| Authors: | Chen, Si |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Institutional Investor, ISSN 0095-4918, ZDB-ID 1971451. - Vol. 22.1996, 4, p. 104-113
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