AN EQUILIBRIUM DEBT OPTION PRICING MODEL IN DISCRETE-TIME

被引:1
|
作者
MALONEY, KJ [1 ]
BYRNE, MJ [1 ]
机构
[1] PACIFIC INVESTMENT MANAGEMENT CO, NEWPORT BEACH, CA 92660 USA
关键词
D O I
10.1016/0378-4266(89)90051-4
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:421 / 442
页数:22
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