Callable US treasury bonds : optimal calls, anomalies, and implied volatilities
Robert R. Bliss ; Ehud I. Ronn
| Year of publication: |
1998
|
|---|---|
| Authors: | Bliss, Robert R. |
| Other Persons: | Ronn, Ehud I. (contributor) |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 71.1998, 2, p. 211-252
|
| Subject: | Staatspapier | Government securities | Zinsderivat | Interest rate derivative | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Theorie | Theory | USA | United States | 1987-1995 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001239857