𝔖 Bobbio Scriptorium
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The coupon-induced tax clientele effect in bond prices

✍ Scribed by Gerald D; Gay; Seokchin Kim


Book ID
112143121
Publisher
John Wiley and Sons
Year
1991
Tongue
English
Weight
719 KB
Volume
12
Category
Article
ISSN
0143-6570

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πŸ“œ SIMILAR VOLUMES


Zero-coupon bond prices in the Vasicek a
✍ W. Sinkala; P. G. L. Leach; J. G. O'Hara πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 127 KB

## Abstract We compute prices of zero‐coupon bonds in the Vasicek and Cox–Ingersoll–Ross interest rate models as group‐invariant solutions. Firstly, we determine the symmetries of the valuation partial differential equation that are compatible with the terminal condition and then seek the desired s