EconPapers    
Economics at your fingertips  
 

The valuation of options on coupon bonds

Francis Longstaff

Journal of Banking & Finance, 1993, vol. 17, issue 1, 27-42

Date: 1993
References: Add references at CitEc
Citations: View citations in EconPapers (13) Track citations by RSS feed

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0378-4266(93)90078-R
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:17:y:1993:i:1:p:27-42

Access Statistics for this article

Journal of Banking & Finance is currently edited by Ike Mathur

More articles in Journal of Banking & Finance from Elsevier
Bibliographic data for series maintained by Haili He ().

 
Page updated 2020-09-05
Handle: RePEc:eee:jbfina:v:17:y:1993:i:1:p:27-42