Determinants of the Value of Call Options on Default-Free Bonds

• 1 January 1990
• journal article
• Published by University of Chicago Press in The Journal of Business
• Vol. 63  (S1) , S33
• https://doi.org/10.1086/296492

Abstract

Keywords

• NUMERICAL METHOD
• CLOSED FORM SOLUTION
• TERM STRUCTURE
• INTEREST RATE

All Related Versions

• Version 1, RePEc (Unconfirmed version)