Bond Option Valuation for Non-Markovian Interest Rate Processes Article

Barber, Joel. (2005). Bond Option Valuation for Non-Markovian Interest Rate Processes . FINANCIAL REVIEW, 40(4), 519-532. 10.1111/j.1540-6288.2005.00122.x

keywords

  • Business & Economics
  • Business, Finance
  • Social Sciences
  • coupon bond option pricing
  • fixed income derivatives
  • non-Markovian
  • term structure of interest rates

Digital Object Identifier (DOI)

publisher

  • WILEY

start page

  • 519

end page

  • 532

volume

  • 40

issue

  • 4