Stochastic volatility, movements in short term interest rates, and bond option values
Kenneth R. Vetzal
| Year of publication: |
1997
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|---|---|
| Authors: | Vetzal, Kenneth R. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 21.1997, 2, p. 169-196
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| Subject: | Optionsanleihe | Warrant bond | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | USA | United States |
| Extent: | Graph. Darst |
|---|---|
| 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/10001213042