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- W2010052362 abstract "The paper summarizes the basics of bond price modeling, interest option pricing, and interest risk management, and discusses some of the best-known published special models. Both one- and two-factor models are covered, in continuous time and in a binomial setting" @default.
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- W2010052362 date "1991-12-01" @default.
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- W2010052362 title "Bond options and bond portfolio insurance" @default.
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- W2010052362 doi "https://doi.org/10.1016/0167-6687(91)90050-8" @default.
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