• Title of article

    Stochastic volatility, movements in short term interest rates, and bond option values

  • Author/Authors

    Kenneth R. Vetzal، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 1997
  • Pages
    28
  • From page
    169
  • To page
    196
  • Keywords
    Bond options , Interest rate contingent claims: Stochastic volatility
  • Journal title
    Journal of Banking and Finance
  • Serial Year
    1997
  • Journal title
    Journal of Banking and Finance
  • Record number

    192924