Pricing Stock and Bond Options when the Default-Free Rate is Stochastic: A Comment
纠正了Rabinovitch（1989）提出的债券期权公式，指出在单一状态变量驱动经济时，该公式应与Jamshidian（1989）和Chaplin（1987）的公式一致。
This paper corrects the bond option formula presented by R. Rabinovitch ((1989), Equation (10)). With just one state variable driving the economy, the formula should be the same as the ones presented by Jamshidian (1989) and Chaplin (1987).