LYON Taming
- 1 July 1986
- journal article
- Published by JSTOR in The Journal of Finance
- Vol. 41 (3) , 561-576
- https://doi.org/10.2307/2328484
Abstract
A Liquid Yield Option Note (LYON) is a zero coupon, convertible, callable, puttable bond. This paper presents a simple contingent claims pricing model for valuing LYONS and uses the model to analyze a specific LYON issue.Keywords
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