مرکز منطقه ای اطلاع رساني علوم و فناوري - Face value convergence for stochastic bond price processes: a note on Mertonʹs partial equilibrium option pricing model

Title of article :

Face value convergence for stochastic bond price processes: a note on Mertonʹs partial equilibrium option pricing model

Author/Authors :

Sanjay K. Nawalkha، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1995

Pages :

From page :

153

To page :

164

Keywords :

Contingent claims , Face value convergence , Bond options

Journal title :

Journal of Banking and Finance

Serial Year :

1995

Journal title :

Journal of Banking and Finance

Record number :

192747

Link To Document :