Valuation of American options, with futures-style margining, on long gilt futures
Subtitle: theory and empirical tests
By: by C. Gavin O'Neill.
Publisher: Universitry College Dublin
Published: 1995
Place of publication: Dublin
Language: eng
Number of pages: 94
Subjects: Futures -- Prices.; Investments -- Mathematical models.
Notes: Thesis (M.B.A.) - University College Dublin, 1995.