A YIELD-FACTOR MODEL OF INTEREST RATES
Author:
Publisher
Wiley
Subject
Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9965.1996.tb00123.x/fullpdf
Reference53 articles.
1. General Solutions of Some Interest Rate-Contingent Claim Pricing Equations
2. A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options
3. The Pricing of Options and Corporate Liabilities
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