The Value of the Call Option on a Bond

DOI: 10.1086/259137

Journal of Political Economy

Data up to Jan 2025

Published1966

Citations55

References2

Fields

Economics Engineering Law and economics Finance Structural engineering

Total Citations Per Year

Abstract

References (2)

Elements of a Theory of Stock-Option Value

1964 • 183 citations

A Markov Model of the Term Structure

1966 • 48 citations

Cited By (0)

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The Value of the Call Option on a Bond (1966) – Journal of Political Economy | Metascience Observatory Explorer