<p>文章：A continuous time approach to the pricing of bonds </p><p>作者：Brennan,Schwartz<strong></strong></p><!--Element not supported - Type: 8 Name: #comment--><div class="articleText" style="DISPLAY: inline;"><div class="authorsNoEnt" id="authorsAnchors"><p>杂志：<a href="http://www.sciencedirect.com/science/journal/03784266"><b>Journal of Banking &amp; Finance</b></a>，<a href="http://www.sciencedirect.com/science?_ob=PublicationURL&amp;_tockey=%23TOC%235967%231979%23999969997%23358383%23FLP%23&amp;_cdi=5967&amp;_pubType=J&amp;_auth=y&amp;_acct=C000053685&amp;_version=1&amp;_urlVersion=0&amp;_userid=1555967&amp;md5=3182187e1cdccc515d9c5b71c106fe31">Volume 3, Issue 2</a>, July 1979, Pages 133-155 </p></div><!--Element not supported - Type: 8 Name: #comment--></div><!--Element not supported - Type: 8 Name: #comment--><div class="articleText" style="DISPLAY: inline;"></div>

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