A simple model for pricing bonds with diverse conditions on embeded options
Year of publication: |
2014
|
---|---|
Authors: | Mateti, Ravi S. ; Hegde, Shantaram P. ; Vasudevan, Gopala |
Published in: |
The international journal of finance. - Marlton, NJ, ISSN 1041-2743, ZDB-ID 1057445-1. - Vol. 26.2014, 2, p. 143-178
|
Subject: | Pricing | Bonds | Conditions on embedded options | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Anleihe | Bond | CAPM | Öffentliche Anleihe | Public bond |
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