Title:

American Options and Callable Bonds under Stochastic Interest Rates and Endogenous Bankruptcy

Author:

João Pedro Vidal Nunes (ISCTE - Instituto Universitário de Lisboa)

Journal:

Review Of Derivatives Research

Year:

2011

Volume:

14

Pages:

283-332

JEL codes:

C58 - Financial Econometrics
G13 - Contingent Pricing; Futures Pricing