On the Determinants of the Value of Call Options on Default-Free Bonds
收藏NBER1988-03-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w2529
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资源简介：
Models of interest-dependent claims that imply similar term structures and levels of interest rate volatility also produce similar estimates of bond option values. This result is established for simple option forms with known closed-form solutions as well as for more complex options that require
提供机构：
美国国家经济研究局
创建时间：
1988-03-01
