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The valuation of American options on bonds

, , and . Journal of Banking & Finance, 21 (11-12): 1487--1513 (December 1997)

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Risk taking with additive and multiplicative background risks., , and . J. Econ. Theory, 146 (4): 1547-1568 (2011)Uncertain inflation, exchange rates, and bond yields, and . Journal of Banking & Finance, 5 (1): 93--107 (March 1981)Capital market equilibrium and corporate financial decisions, and . Contemporary studies in economic and financial analysis JAI Press, Greenwich, Conn., (1980)Multiplicative Background Risk., , and . Manag. Sci., 52 (1): 146-153 (2006)European tax systems and the neutrality of corporate financing policy, and . Journal of Banking & Finance, 1 (1): 55--70 (June 1977)The valuation of American options on bonds, , and . Journal of Banking & Finance, 21 (11-12): 1487--1513 (December 1997)