Browsing Τμήμα Λογιστικής και Χρηματοοικονομικής / Department of Accounting and Finance by Subject "Interest rates"

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      The Survival Zone for a Bond with both Call and Put Options Embedded 

      Martzoukos, Spiros H.; Jr, Theodore M. Barnhill (1998)
      We present a numerical method to price bonds that have multiple embedded options with an emphasis on the case with both long call and short put options. The valuation framework is a one-factor model for the term structure ...