The Journal of Portfolio Management · 1994 · 31 citations · 2 references
Natural SciencesMathematicsStochastic ProcessesDuration AnalysisTemporalityTime DilationTime Value Of MoneyConvexity ConditionsDuration Convexity AnalysisTime Value Measurement
2
The Pricing of Options on Default-Free Bonds
Georges Courtadon · Journal of Financial and Quantitative Analysis · 1982 · 243 citations
Business, Finance, Asset Pricing +16