Valuation and Optimal Exercise of the Wild Card Option in the Treasury Bond Futures Market.

A-Tier
Journal: Journal of Finance
Year: 1986
Volume: 41
Issue: 1
Pages: 195-207

Authors (2)

Kane, Alex (University of California-San D...) Marcus, Alan J (Boston College)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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Technical Details

RePEc Handle
repec:bla:jfinan:v:41:y:1986:i:1:p:195-207
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25