Artigo

Título:
Throwing Away a Billion Dollars: The Cost of Suboptimal Exercise Strategies in the Swaptions Market
Autores:
Francis Longstaff (UCLA)
Pedro Santa Clara (UCLA)
Eduardo Schwartz (UCLA)
Revista:
Journal of Financial Economics
Ano:
2001
Volume:
62
Páginas:
39-66
Códigos JEL:
G13 - Contingent Pricing; Futures Pricing
G12 - Asset Pricing; Trading volume; Bond Interest Rates
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