<p>[求助]英文文献4篇 1</p><p>文献名：Analytical approximations of the Term Structure for Jump-Diffusion Processes:A Numerical Analysis </p><p>作者：Bsz,J.and S.r.Das(1996)</p><p>期刊：Journal of Fixed Income , june 1996,pp.78-86</p><p>电子链接:http://www.iijournals.com/JFI/DEFAULT.ASP?Page=2&amp;ISS=9984&amp;SID=408164</p><p>2</p><p>文献名:”Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates”</p><p>作者:Chen,R.R.and L.Scott(1993)</p><p>期刊：Journal of Fixed Income , December 1993,pp.14-31</p><p>电子链接:http://www.iijournals.com/JFI/DEFAULT.ASP?Page=2&amp;ISS=9974&amp;SID=408090</p><p><br/>3</p><p>文献名：”Rational Expectations Econometrics Analysis of Changes in Regime :An Investigation of the Term Structure of Interest rates”</p><p>作者:Hamilton ,J.(1998)</p><p>期刊：,Journal of Economic Dynamics and Control ,Vol.12,pp.385-423</p><p>电子链接:http://ideas.repec.org/a/eee/dyncon/v12y1988i2-3p385-423.html</p><p>4</p><p>文献名:Introduction to Probability Models</p><p><br/>作者:Ross,S.M.(1993)</p><p>期刊：Fifth Edition , Academic Press, Inc..</p><p></p><p><br/>谢谢！！！</p><p><br/></p>

[此贴子已经被作者于2008-11-21 13:19:49编辑过]