مرکز منطقه ای اطلاع رساني علوم و فناوري - Stochastic volatility, movements in short term interest rates, and bond option values

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 :

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

Link To Document :