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Time-Dependent Variance and the Pricing of Bond Options

Stephen M. Schaefer, Eduardo S. Schwartz
DOI: 10.2307/2328517
The Journal of Finance

Data up to Jan 2025

Published1987
Citations23
References0
Fields
EconomicsMathematicsChemistryEconometricsMathematical economicsStatistics

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Time-Dependent Variance and the Pricing of Bond Options (1987) – The Journal of Finance | Metascience Observatory Explorer