Pricing commodity bonds using binomial option pricing.

Pricing commodity bonds using binomial option pricing.

Bibliographic Details
Main Author: Rajan, Raghuram
Format: Book
Language:English
Published: Washington, D.C. International Economics Dept., World Bank 1988.
Series:Policy, planning, and research working papers / World Bank 136
Subjects:
Commodity-backed bonds > Prices > Econometric models.
Options (Finance) > Econometric models.
Online Access:Download full text here