An equilibrium characterization of the term structure-Reference-Cited by-同舟云学术

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An equilibrium characterization of the term structure

Published:1977-11 Issue:2 Volume:5 Page:177-188
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Vasicek Oldrich

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference14 articles.

1. Introduction to stochastic control theory;Åström,1970

2. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

3. Stochastic differential equations and applications;Friedman,1975

4. Introduction to the theory of random processes;Gikhman,1969

5. Lectures on stochastic processes;Itô,1961

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