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Val
Topic Author
Posts: 414
Joined: June 5th, 2002, 12:51 pm

Vol-Bond pricing

April 16th, 2004, 7:32 am

Hi,Does anyone of you have the paper:<<Vol-Bond: an analytical solution>> by Roberto Baviera ?Any other paper (research, termsheets, etc...) related to the subject would be welcomed!Best,
 
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DrEvil
Posts: 36
Joined: April 22nd, 2004, 10:17 pm

Vol-Bond pricing

April 23rd, 2004, 6:47 pm

Val - What's a vol bond? Sounds cool, but I can't find the paper either.
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