1
文献名:Term Structure Movements and Pricing Interest Rate Contingent Claims
作者:Thomas S.Y. Ho & Sang-Bin Lee
期刊:The Journal of Finance,1986,
电子链接:http://www.jstor.org/pss/2328161
2.
文献名:A Continuous-time Approach to the Pricing of Bonds
作者:Michael J. Brennan & Eduardo S.Schwartz
期刊:Journal of Banking and Finance, 1979
电子链接:http://www.sciencedirect.com/science/article/B6VCY-475K59F-14/2/be321780faed532c2ea7de0ddc732181
3.
文献名:Bond Pricing and the Term Structure of Interest Rate: A Discrete Time Approximation
作者:D Heath, R Jarrow, A Morton
期刊:Journal of Financial and Quantitative Analysis, 1990
电子链接:http://www.jstor.org/pss/2331009


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