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Evidence on theta and convexity in treasury returns
Kang, Joseph C.
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Chen, Andrew H.
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The journal of fixed income
12
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2002
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pp. 41-50
Persistent link: https://www.econbiz.de/10001725703
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A model for convexity-based cross-hedges with treasury futures
Chen, Andrew H.
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Kang, Joseph C.
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Yang, Baochen
- In:
The journal of fixed income
15
(
2005
)
3
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pp. 68-79
Persistent link: https://www.econbiz.de/10003303950
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