Author:
Breeden Douglas T.,Gilkeson James H.
Subject
Economics and Econometrics,Finance
Reference19 articles.
1. Over-the-counter financial derivatives: Risky business;Abken;Federal Reserve Bank of Atlanta Economic Review,1994
2. Pricing options on risky assets in a stochastic interest rate economy;Amin;Mathematical Finance,1992
3. Prices for state-contingent claims: Some estimates and applications;Banz;Journal of Business,1978
4. An economic analysis of interest rate swaps;Bixler;Journal of Finance,1986
5. Risk, return, and hedging of fixed-rate mortgages;Breeden;Journal of Fixed Income,1991
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献