The Economic Value of the Call Option
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Cited by:
- William E. Mitchell, 1979. "Debt Refunding: The State and Local Government Sector," Public Finance Review, , vol. 7(3), pages 323-337, July.
- Zvi Bodie & Benjamin M. Friedman, 1977. "Heterogeneous-Expectations Model of the Value of Bonds Bearing Call Options," NBER Working Papers 0218, National Bureau of Economic Research, Inc.
- Bodie, Zvi & Friedman, Benjamin M, 1978.
"Interest Rate Uncertainty and the Value of Bond Call Protection,"
Journal of Political Economy, University of Chicago Press, vol. 86(1), pages 19-43, February.
- Bodie, Zvi & Friedman, Benjamin Morton, 1978. "Interest Rate Uncertainty and the Value of Bond Call Protection," Scholarly Articles 4554310, Harvard University Department of Economics.
- Liang‐Chih Liu & Tian‐Shyr Dai & Lei Zhou & Hao‐Han Chang, 2022. "Analyzing interactive call, default, and conversion policies for corporate bonds," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(8), pages 1597-1638, August.
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