Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market

✍ Scribed by Francis A Longstaff; Pedro Santa-Clara; Eduardo S Schwartz

• Book ID: 114221228
• Publisher: Elsevier Science
• Year: 2001
• Tongue: English
• Weight: 200 KB
• Volume: 62
• Category: Article
• ISSN: 0304-405X
• DOI: 10.1016/s0304-405x(01)00073-3