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A Cost-Effective Approach to Hedging MBS Using Treasury Futures and Futures Options
Langowski, Larry
;
Park, Tae H.
;
Switzer, Lorne N.
- In:
The journal of fixed income
6
(
1997
)
4
,
pp. 88-98
Persistent link: https://www.econbiz.de/10007306891
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