Throwing Away a Billion Dollars: The Cost of Suboptimal Exercise Strategies in the Swaptions Market

AuthID
 P-00F-M65
3
Author(s)
Longstaff, FA
·
Schwartz, ES
Document Type
Article
Year published
2001
Published
in Journal of Financial Economics, ISSN: 0304-405X
Volume: 62, Issue: 1, Pages: 39-66
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Publication Identifiers
SCOPUS: 2-s2.0-0009944581
Source Identifiers
ISSN: 0304-405X
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