A Bayesian approach to the empirical valuation of bond options

Journal of Econometrics

Volumn 75, Issue 1, 1996, Pages 183-215

  Schotman, Peter ^a  

^a MAASTRICHT UNIVERSITY   (Netherlands)

Author keywords

Option pricing; Term structure; Unit roots

Indexed keywords

EID: 0346818566     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(95)01776-3     Document Type: Article

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