Pricing of optional bonds
- 30 September 1983
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 7 (3) , 323-337
- https://doi.org/10.1016/0378-4266(83)90042-0
Abstract
No abstract availableThis publication has 8 references indexed in Scilit:
- Options on the minimum or the maximum of two risky assetsJournal of Financial Economics, 1982
- Currency Option Bonds, Puts and Calls on Spot Exchange and the Hedging of Contingent Foreign EarningsThe Journal of Finance, 1979
- Call Option Pricing When the Exercise Price is Uncertain, and the Valuation of Index BondsThe Journal of Finance, 1978
- The Value of an Option to Exchange One Asset for AnotherThe Journal of Finance, 1978
- Characterization of optionsJournal of Banking & Finance, 1977
- The Demand for Index BondsJournal of Political Economy, 1975
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Theory of Rational Option PricingThe Bell Journal of Economics and Management Science, 1973