Journal of Financial and Quantitative Analysis Vol. 25 No. 1 1990
Quality Option Profits, Switching Option Profits, and Variation Margin Costs: An Evaluation of Their Size and Impact on Treasury Bond Futures Prices
Abstract
Theodore M. Barnhill, Quality Option Profits, Switching Option Profits, and Variation Margin Costs: An Evaluation of Their Size and Impact on Treasury Bond Futures Prices, The Journal of Financial and Quantitative Analysis, Vol. 25, No. 1 (Mar., 1990), pp. 65-86
- DOI
- 10.2307/2330888
- Volume
- 25
- Issue
- 1
- Pages
- 65
- Sources
- crossref openalex