Author:
Davidson Andrew S.,Herskovitz Michael D.,Van Drunen Leonard D.
Publisher
Springer Science and Business Media LLC
Subject
Urban Studies,Economics and Econometrics,Finance,Accounting
Reference3 articles.
1. Cox, John C.; Ingersoll, Jonathan E.; and Ross, Stephen A. ?A Theory of the Term Structure of Interest Rates.? Econometrica 53 (1985), 385?407.
2. Dunn, Kenneth B., and Spatt, Chester S. ?The Effect of Refinancing Costs and Market Imperfections on the Optimal Call Strategy and Pricing of Debt Contracts.? Carnegie-Mellon University, Working paper, March 1986.
3. Rendleman, Richard J., and Bartter, Brit J. ?The Pricing of Options on Debt Contracts.? Journal of Financial and Quantitative Analysis 15 (1980), 11?24.
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11 articles.
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