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
12
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