On the application of the Black and Scholes formula to valuing bonds with embedded options: the case of extendible bonds

Author: Athanassakos George  

Publisher: Routledge Ltd

ISSN: 1466-4305

Source: Applied Financial Economics, Vol.6, Iss.1, 1996-02, pp. : 37-48

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract