The Pricing of Commodity‐Linked Bonds
- 1 May 1982
- journal article
- option pricing-theory-and-its-application
- Published by Wiley in The Journal of Finance
- Vol. 37 (2) , 525-539
- https://doi.org/10.1111/j.1540-6261.1982.tb03573.x
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- The valuation of options for alternative stochastic processesPublished by Elsevier ,2002
- Analyzing Convertible BondsJournal of Financial and Quantitative Analysis, 1980
- Option pricing: A reviewJournal of Financial Economics, 1976
- An Intertemporal Capital Asset Pricing ModelEconometrica, 1973
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973
- The Valuation of Option Contracts and a Test of Market EfficiencyThe Journal of Finance, 1972
- Optimum consumption and portfolio rules in a continuous-time modelJournal of Economic Theory, 1971