<p><font face="Times New Roman" size="4"><strong>1</strong></font></p><p><font face="Times New Roman" size="4"><strong>文献名：On the term structure of interest rates </strong></font></p><p><font face="Times New Roman" size="4"><strong>作者：L. Uri Dothan*</strong></font></p><p><font face="Times New Roman" size="4"><strong>期刊：Graduate School of Management, Northwestern University, Evanston, IL 60201, U.S.A.</strong></font></p><p><font face="Times New Roman" size="4"><strong>电子链接:</strong></font><a href="http://www.sciencedirect.com/science/article/B6VBX-45KNKS2-37/2/eba536d89cc15ad632632f417b6bf28f"><font face="Times New Roman" size="4"><strong>http://www.sciencedirect.com/science/article/B6VBX-45KNKS2-37/2/eba536d89cc15ad632632f417b6bf28f</strong></font></a></p><p><font face="Times New Roman" size="4"><strong>2</strong></font></p><p><font face="Times New Roman" size="4"><strong>文献名:&nbsp;Bond and Option Pricing When Short Rates Are Lognormal</strong></font></p><p><font face="Times New Roman" size="4"><strong>作者:Black, F., and Karasinski, P.</strong></font></p><p><font face="Times New Roman" size="4"><strong>期刊：Financial Analysts Journal, 47, 52-59. <br/></strong></font></p><p><font face="Times New Roman" size="4"><strong>电子链接:</strong></font><a href="http://www.defaultrisk.com/pa_related_29.htm"><font face="Times New Roman" size="4"><strong>http://www.defaultrisk.com/pa_related_29.htm</strong></font></a><br/></p><p><font face="Times New Roman" size="4"><strong>3</strong></font></p><p><font face="Times New Roman" size="4"><strong>文献名：Notes on option pricing. I. Constant elasticity of variance diffusion</strong></font></p><p><font face="Times New Roman" size="4"><strong>作者:J. Cox, ,</strong></font></p><p><font face="Times New Roman" size="4"><strong>期刊：Standford University, Graduate School of Business, 1975.</strong></font></p><p><font face="Times New Roman" size="4"><strong>4</strong></font></p><p><font face="Times New Roman" size="4"><strong>文献名:An analysis of variable rate loan contracts<br/></strong></font></p><p><font face="Times New Roman" size="4"><strong>作者:Cox, J. C., J. E. Ingersoll and S. A. Ross</strong></font></p><p><font face="Times New Roman" size="4"><strong>期刊：Journal of Finance, vol. 35, 389-403. ...<br/></strong></font></p><p><font face="Times New Roman" size="4"><strong>电子链接:</strong></font><a href="http://www.jstor.org/pss/2327398"><font face="Times New Roman" size="4"><strong>http://www.jstor.org/pss/2327398</strong></font></a><br/></p><p><font size="5"><strong>谢谢！！！</strong></font></p>

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