PRICING STOCK AND BOND OPTIONS WHEN THE DEFAULT-FREE RATE IS STOCHASTIC

被引：39

作者：

RABINOVITCH, R

机构：

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1989年 / 24卷 / 04期

关键词：

D O I：

10.2307/2330978

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

收藏

页码：447 / 457

页数：11

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