VALUING DEBT OPTIONS - EMPIRICAL-EVIDENCE

被引：25

作者：

DIETRICHCAMPBELL, B ^{[1
]}

SCHWARTZ, E ^{[1
]}

机构：

[1] UNIV BRITISH COLUMBIA, VANCOUVER V6T 1W5, BC, CANADA

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1986年 / 16卷 / 03期

关键词：

D O I：

10.1016/0304-405X(86)90033-4

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：321 / 343

页数：23

共 13 条

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[7] THE PRICING OF OPTIONS ON DEFAULT-FREE BONDS [J].

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[8]

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[9] PRICING OF CORPORATE DEBT - RISK STRUCTURE OF INTEREST RATES [J].

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