THE PRICING OF OPTIONS ON DEFAULT-FREE BONDS

[1] Black F., 1973, J POLITICAL EC, V81

[2] BRENNAN M, 1977, J FINANCIAL EC AUG

[3] BRENNAN MJ, 1980, J FINANCIAL QUAN NOV

[4] Carnahan B., 1969, APPL NUMERICAL METHO

[5] COX JC, 1978, 468 STANF U GRAD SCH

[6] DOTHAN U, 1978, J FINANCIAL EC JAN

[7] Gihman II, 1972, STOCHASTIC DIFFERENT

[8] INGERSOLL JE, 1977, J FINANCIAL EC MAY

[9] MERTON R, 1974, J FINANCE, V29

[10] MERTON RC, 1971, J EC THEORY, V3

[1] Black F., 1973, J POLITICAL EC, V81

[2] BRENNAN M, 1977, J FINANCIAL EC AUG

[3] BRENNAN MJ, 1980, J FINANCIAL QUAN NOV

[4] Carnahan B., 1969, APPL NUMERICAL METHO

[5] COX JC, 1978, 468 STANF U GRAD SCH

[6] DOTHAN U, 1978, J FINANCIAL EC JAN

[7] Gihman II, 1972, STOCHASTIC DIFFERENT

[8] INGERSOLL JE, 1977, J FINANCIAL EC MAY

[9] MERTON R, 1974, J FINANCE, V29

[10] MERTON RC, 1971, J EC THEORY, V3