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Cambridge-UNC Charlotte Symposium 2007 Real Estate Risk Management and Property Derivatives
Buttimer, Richard J.; Patel, Kanaklata - In: The journal of real estate finance and economics 37 (2008) 3, pp. 187-189
Persistent link: https://www.econbiz.de/10003766642
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Determinants of the value of call options on default-free bonds
Buser, Stephen Aubrey - In: The journal of business : B 63 (1990) 1
Persistent link: https://www.econbiz.de/10001274014
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On the determinants of the value of call options on default-free bonds
Buser, Stephen Aubrey; Hendershott, Patric H.; Sanders, … - 1988
Persistent link: https://www.econbiz.de/10000754463
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On the Determinants of the Value of Call Options on Default-Free Bonds
Buser, Stephen Aubrey - 2008
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...
Persistent link: https://www.econbiz.de/10012774565
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On the Determinants of the Value of Call Options on Default-Free Bonds
Buser, Stephen A. - 1988
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...
Persistent link: https://www.econbiz.de/10012476537