Embedded options in treasury bond futures prices: New evidence

Ren Raw Chen*, Hann Shing Ju, Shih Kuo Yeh

*Corresponding author for this work

Research output: Contribution to journalJournal Article peer-review

5 Scopus citations
Original languageEnglish
Pages (from-to)82-95
Number of pages14
JournalJournal of Fixed Income
Volume19
Issue number1
DOIs
StatePublished - 06 2009
Externally publishedYes

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