A NOTE ON THE PRICING OF COMMODITY-LINKED BONDS

被引：11

作者：

CARR, P

机构：

来源：

关键词：

D O I：

10.2307/2328307

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：1071 / 1076

页数：6

共 7 条

[1] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J].

BLACK, F ;

SCHOLES, M .

[2]

COX J, 1976, J FINANCIAL EC JAN, P145

[3]

INGERSOLL J, 1978, J FINANCE, V33, P540

[4] VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER [J].

MARGRABE, W .

[5] THEORY OF RATIONAL OPTION PRICING [J].

MERTON, RC .

BELL JOURNAL OF ECONOMICS, 1973, 4 (01) :141-183

[6] PRICING OF CORPORATE DEBT - RISK STRUCTURE OF INTEREST RATES [J].

MERTON, RC .

[7] THE PRICING OF COMMODITY-LINKED BONDS [J].

SCHWARTZ, ES .