Pricing Stock and Bond Options when the Default-Free Rate Is Stochastic: A Comment
| Year of publication: |
1991
|
|---|---|
| Authors: | Chen, Ren-Raw |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 26.1991, 03, p. 433-434
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |