A NOTE ON THE PRICING OF COMMODITY-LINKED BONDS

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[2] COX J, 1976, J FINANCIAL EC JAN, P145

[3] INGERSOLL J, 1978, J FINANCE, V33, P540

[4] VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER [J]. JOURNAL OF FINANCE, 1978, 33 (01) : 177 - 186

[5] THEORY OF RATIONAL OPTION PRICING [J]. BELL JOURNAL OF ECONOMICS, 1973, 4 (01): : 141 - 183

[6] PRICING OF CORPORATE DEBT - RISK STRUCTURE OF INTEREST RATES [J]. JOURNAL OF FINANCE, 1974, 29 (02) : 449 - 470

[7] THE PRICING OF COMMODITY-LINKED BONDS [J]. JOURNAL OF FINANCE, 1982, 37 (02) : 525 - 539

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[2] COX J, 1976, J FINANCIAL EC JAN, P145

[3] INGERSOLL J, 1978, J FINANCE, V33, P540

[4] VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER [J]. JOURNAL OF FINANCE, 1978, 33 (01) : 177 - 186

[5] THEORY OF RATIONAL OPTION PRICING [J]. BELL JOURNAL OF ECONOMICS, 1973, 4 (01): : 141 - 183

[6] PRICING OF CORPORATE DEBT - RISK STRUCTURE OF INTEREST RATES [J]. JOURNAL OF FINANCE, 1974, 29 (02) : 449 - 470

[7] THE PRICING OF COMMODITY-LINKED BONDS [J]. JOURNAL OF FINANCE, 1982, 37 (02) : 525 - 539