The Pricing of Option on Bond Forwards

We derive closed-form solutions for the equilibrium prices of bonds, bond forwards, bond futures, options on the bond forwards and options on the bond futures when the interest rate is stochastic. The prices of options on the bond forwards are shown to be greater than the prices of option on the corresponding bond futures

Economic forces and the stock market: An international perspective

Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/27724/1/0000114.pd

On the uncapacitated plant location problem II : Facets and lifting theorems

Abstract in FrenchSIGLEAvailable from CEN Saclay, Service de Documentation, 91191 Gif-sur-Yvette Cedex (France) / INIST-CNRS - Institut de l'Information Scientifique et TechniqueFRFranc