Stochastic volatility, movements in short term interest rates, and bond option values

Journal of Banking and Finance

Volumn 21, Issue 2, 1997, Pages 169-196

  Vetzal, Kenneth R ^a  

^a UNIVERSITY OF WATERLOO   (Canada)

Author keywords

Bond options; Interest rate contingent claims; Stochastic volatility

Indexed keywords

EID: 0031068644     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(96)00035-0     Document Type: Article

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