Quality Option Profits, Switching Option Profits, and Variation Margin Costs: An Evaluation of Their Size and Impact on Treasury Bond Futures Prices
1990 ◽
Vol 25
(1)
◽
pp. 65
◽
2014 ◽
pp. 1909-1944
2009 ◽
Vol 19
(1)
◽
pp. 82-95
◽
2011 ◽
Vol 39
(2)
◽
pp. 209-239
◽
2007 ◽
Vol 12
(5)
◽
pp. 665-681
◽
2009 ◽
Vol 12
(01)
◽
pp. 63-85
◽
1986 ◽
Vol 6
(2)
◽
pp. 231-248
◽
1992 ◽
Vol 2
(3)
◽
pp. 197-214
◽