On the Determinants of the Value of Call Options on Default-Free Bonds
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https://www.nber.org/papers/w2529
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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
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美国国家经济研究局创建时间：
1988-03-01
