Are Negative Option Prices Possible? The Callable U.S. Treasury-Bond Puzzle

Authors
Francis A. Longstaff
Citation
Francis A. Longstaff, Are Negative Option Prices Possible? The Callable U.S. Treasury-Bond Puzzle, The Journal of business, 65(04), 1992, pp. 571
Journal title
The Journal of business → ACNP
ISSN journal
00219398
Volume
65
Issue
04
Year of publication
1992
Database
ICR
SICI code
0021-9398(1992)65:04<571:ANOPPT>2.0.ZU;2-V