DiscountBond Derivatives on a Recombining Binomial Tree
Year of publication: 
19970218


Authors:  Chalupa, J. 
Institutions:  EconWPA 
Subject:  discount bonds  debt options  option pricing  binomial trees 
Extent:  application/xtex application/postscript application/pdf 

Series:  
Type of publication:  Book / Working Paper 
Notes:  Type of Document  LaTeX 2.09 (SBTex); prepared on IBM PC ; to print on PostScript; pages: 12 ; figures: One LaTeX figure 12 pages 
Classification:  G13  Contingent Pricing; Futures Pricing 
Source: 

The Direct Approach to Debt Option Pricing
Sandmann, K., (1995)

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