1
文献名:On the term structure of interest rates
作者:L. Uri Dothan*
期刊:Graduate School of Management, Northwestern University, Evanston, IL 60201, U.S.A.
电子链接:http://www.sciencedirect.com/science/article/B6VBX-45KNKS2-37/2/eba536d89cc15ad632632f417b6bf28f
2
文献名: Bond and Option Pricing When Short Rates Are Lognormal
作者:Black, F., and Karasinski, P.
期刊:Financial Analysts Journal, 47, 52-59.
电子链接:http://www.defaultrisk.com/pa_related_29.htm
3
文献名:Notes on option pricing. I. Constant elasticity of variance diffusion
作者:J. Cox, ,
期刊:Standford University, Graduate School of Business, 1975.
4
文献名:An analysis of variable rate loan contracts
作者:Cox, J. C., J. E. Ingersoll and S. A. Ross
期刊:Journal of Finance, vol. 35, 389-403. ...
电子链接:http://www.jstor.org/pss/2327398
谢谢!!!
[此贴子已经被作者于2008-11-20 8:54:55编辑过]