Authors:
Longstaff, FA
Santa-Clara, P
Schwartz, ES
Citation: Fa. Longstaff et al., Throwing away a billion dollars: the cost of suboptimal exercise strategies in the swaptions market, J FINAN EC, 62(1), 2001, pp. 39-66
Citation: Fa. Longstaff, The term structure of very short-term rates: New evidence for the expectations hypothesis, J FINAN EC, 58(3), 2000, pp. 397-415
Citation: M. Grinblatt et Fa. Longstaff, Financial innovation and the role of derivative securities: An empirical analysis of the treasury STRIPS program, J FINANCE, 55(3), 2000, pp. 1415-1436