Pricing Stock and Bond Options when the Default-Free Rate...

Pricing Stock and Bond Options when the Default-Free Rate is Stochastic

Ramon Rabinovitch
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Volume:
24
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/2330978
Date:
December, 1989
File:
PDF, 837 KB
english, 1989
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