Pricing the Quality Option In Treasury Bond Futures1
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Publication:4345931
DOI10.1111/j.1467-9965.1992.tb00029.xzbMath0900.90096MaRDI QIDQ4345931
L. Sankarasubramanian, Peter H. Ritchken
Publication date: 31 August 1997
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.1992.tb00029.x
91B24: Microeconomic theory (price theory and economic markets)
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