THE PRICING OF COMMODITY-LINKED BONDS

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

[2] BLACK F, 1972, J FINANCE, V17, P399

[3] BRENNAN MJ, 1980, J FINANCIAL QUANTITA, V25, P907

[4] VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 145 - 166

[5] COX JC, 1978, 468 STANF U RES PAP

[6] LESSARD D, 1977, UNPUB RISK EFFICIENT

[7] LESSARD D, 1977, UNPUB COMMODITY LINK

[8] LESSARD D, 1979, UNPUB RISK EFFICIENT

[9] MCKEAN HP, 1969, STOCHASTIC INTEGRAL

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

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

[2] BLACK F, 1972, J FINANCE, V17, P399

[3] BRENNAN MJ, 1980, J FINANCIAL QUANTITA, V25, P907

[4] VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 145 - 166

[5] COX JC, 1978, 468 STANF U RES PAP

[6] LESSARD D, 1977, UNPUB RISK EFFICIENT

[7] LESSARD D, 1977, UNPUB COMMODITY LINK

[8] LESSARD D, 1979, UNPUB RISK EFFICIENT

[9] MCKEAN HP, 1969, STOCHASTIC INTEGRAL

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