Liying Xu

Spears School of Business

700 North Greenwood

Tulsa, OK 74106

United States

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Scholarly Papers (1)

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Valuation of Callable/Putable Corporate Bonds in a One-Factor LogNormal Interest-Rate Model

Posted: 06 Aug 2020 Last Revised: 11 Jan 2021
Adelphi University - School of Business, University of Texas at Austin - Department of Finance and Spears School of Business

Abstract:

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Valuation of Callable and Putable Bonds; Implied Yield Volatilities