A simple model for pricing bonds with diverse conditions on embeded options
Ravi S. Mateti; Shantaram P. Hegde; Gopala Vasudevan
| Year of publication: |
2014
|
|---|---|
| Authors: | Mateti, Ravi S. ; Hegde, Shantaram P. ; Vasudevan, Gopala |
| Published in: |
The international journal of finance. - Marlton, NJ, ISSN 1041-2743, ZDB-ID 1057445-1. - Vol. 26.2014, 2, p. 143-178
|
| Subject: | Pricing | Bonds | Conditions on embedded options | Optionspreistheorie | Option pricing theory | Anleihe | Bond | Optionsgeschäft | Option trading |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011378568