Work

The valuation of options on coupon bonds

Year: 1993

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/0378-4266(93)90078-r

Author: Francis A. Longstaff

Institution: The Ohio State University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2045406342

FWCI: 0.821

Cites: 35

Cited by: 34

Related to: 10