Valuation and optimal exercise of the switching option in treasury bond cash versus futures arbitrages
By: by Theodore M. Barnhill and William E. Seale
Contributors: Columbia University. Center for the Study of Futures Markets; Seale, William E., 1941-
Series: Working paper series -- CSFM-162; Working paper series (Columbia University. Center for the Study of Futures Markets) -- CSFM-162
Publisher: Center for the Study of Futures Markets, Columbia Business School
Published: 1987
Place of publication: New York]
Language: eng
Number of pages: 26
Notes: Includes bibliographical references.