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

Optimal Statistical Decisions.

1972 • 3,636 citations

Optimal Statistical Decisions.

1971 • 2,047 citations

Trading costs for listed options

1980 • 218 citations

The quality option implicit in futures contracts

1984 • 96 citations

Futures Contracts on Commodities with Multiple Varieties: An Analysis of Premiums and Discounts

1983 • 70 citations

The quality option in the treasury bond futures market: An empirical assessment

1986 • 57 citations

Difference Systems in Financial Futures Markets

1982 • 42 citations

Why Haven’t Nominal Rates Declined?

1984 • 23 citations

Are there arbitrage opportunities in the treasury‐bond futures market?

1982 • 21 citations