Convexity and Empirical Option Costs of Mortgage Securities

Published

Journal Article

Full Text

Duke Authors

Cited Authors

  • Breeden, DT

Published Date

  • March 31, 1997

Published In

Volume / Issue

  • 6 / 4

Start / End Page

  • 64 - 87

Published By

Electronic International Standard Serial Number (EISSN)

  • 2168-8648

International Standard Serial Number (ISSN)

  • 1059-8596

Digital Object Identifier (DOI)

  • 10.3905/jfi.1997.408189

Language

  • en