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