Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market
收藏NBER1985-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w1614
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资源简介：
The Chicago Board of Trade Treasury Bond Futures Contract allows the short position several delivery options as to when and with which bond the contract will be settled. The timing option allows the short position to choose any business day in the delivery month to make delivery. In addition, the
提供机构：
美国国家经济研究局
创建时间：
1985-05-01
