Work

Pricing and Hedging Bond Options and Sinking-Fund Bonds under the CIR Framework

Year: 2016

Type: article

Authors: José Carlos Dias, Manuela Larguinho, Carlos A. Braumann

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3092136558

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Related to: 10