EQUILIBRIUM TREASURY BOND FUTURES PRICING IN THE PRESENCE OF IMPLICIT DELIVERY OPTIONS

被引：4

作者：

GAY, GD ^{[1
]}

MANASTER, S ^{[1
]}

机构：

[1] UNIV UTAH,FINANCE,SALT LAKE CITY,UT 84112

来源：

JOURNAL OF FUTURES MARKETS | 1991年 / 11卷 / 05期

关键词：

D O I：

10.1002/fut.3990110510

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：623 / 645

页数：23

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