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A reexamination of option values implicit in callable Treasury bonds

, , and . Journal of Financial Economics, 38 (2): 141--162 (June 1995)

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Other publications of authors with the same name

Salomon brothers and the May 1991 Treasury auction: Analysis of a market corner, and . Journal of Banking & Finance, 20 (1): 25--40 (January 1996)A reexamination of option values implicit in callable Treasury bonds, , and . Journal of Financial Economics, 38 (2): 141--162 (June 1995)Tax options and the pricing of treasury bond triplets : Theory and evidence, and . Journal of Financial Economics, 30 (1): 135--164 (November 1991)