An Empirical Examination of the Longstaff-Schwartz Bond Option Valuation Model

• 31 August 1996
• journal article
• Published by With Intelligence LLC in The Journal of Derivatives
• Vol. 4  (1) , 41-51
• https://doi.org/10.3905/jod.1996.407957

Abstract

Keywords

• LONGSTAFF SCHWARTZ
• SCHWARTZ BOND
• BOND OPTION
• OPTION VALUATION
• VALUATION MODEL
• EMPIRICAL EXAMINATION