Work

Stochastic volatility, movements in short term interest rates, and bond option values

Year: 1997

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/s0378-4266(96)00035-0

Author: Kenneth R. Vetzal

Institution: University of Waterloo

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Social Sciences and Humanities Research Council of Canada

OpenAlex ID: W1994911319

FWCI: 4.865

Cites: 51

Cited by: 26

Related to: 10