IMPLICIT DELIVERY OPTIONS AND OPTIMAL DELIVERY STRATEGIES FOR FINANCIAL FUTURES CONTRACTS

被引：27

作者：

GAY, GD ^{[1
]}

MANASTER, S ^{[1
]}

机构：

[1] UNIV UTAH,SALT LAKE CITY,UT 84112

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1986年 / 16卷 / 01期

关键词：

D O I：

10.1016/0304-405X(86)90042-5

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：41 / 72

页数：32

共 13 条

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[9] ARBITRAGE PRICING, TRANSACTION COSTS AND TAXATION OF CAPITAL GAINS - A STUDY OF GOVERNMENT BONDS WITH THE SAME MATURITY DATE [J].

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[10]

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