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Tests of the efficiency of the U.S. rights offering market: An option pricing approach

โœ Scribed by Sung C. Bae; Haim Levy

Publisher
Springer US
Year
1996
Tongue
English
Weight
893 KB
Volume
6
Category
Article
ISSN
0924-865X

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ike many other futures contracts, the Treasury Bond (T-Bond) futures contract L allows the holder of a short position to satisfy the contract by delivering one of the variety of T-Bonds on one of a number of delivery dates. Accordingly, the traditional approach to pricing such contracts has concentr