A NOTE ON IMMUNIZATION UNDER A GENERAL STOCHASTIC EQUILIBRIUM-MODEL OF THE TERM STRUCTURE

[21] STOCHASTIC-PROCESSES FOR INTEREST-RATES AND EQUILIBRIUM BOND PRICES [J]. JOURNAL OF FINANCE, 1983, 38 (02) : 635 - 646

[22] Merton R.C., 1973, J EC MANAGEMENT SCI, V4, P141

[23] Nelson J., 1983, INNOVATIONS BOND POR

[24] Redington F. M., 1952, J I ACTUARIES, V78, P286, DOI [10.1017/S0020268100052811, DOI 10.1017/S0020268100052811]

[25] ARBITRAGE MODEL OF THE TERM STRUCTURE OF INTEREST-RATES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (01) : 33 - 57

[26] SIMPLE APPROACH TO VALUATION OF RISKY STREAMS [J]. JOURNAL OF BUSINESS, 1978, 51 (03) : 453 - 475

[27] EQUILIBRIUM CHARACTERIZATION OF TERM STRUCTURE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (02) : 177 - 188

[21] STOCHASTIC-PROCESSES FOR INTEREST-RATES AND EQUILIBRIUM BOND PRICES [J]. JOURNAL OF FINANCE, 1983, 38 (02) : 635 - 646

[22] Merton R.C., 1973, J EC MANAGEMENT SCI, V4, P141

[23] Nelson J., 1983, INNOVATIONS BOND POR

[24] Redington F. M., 1952, J I ACTUARIES, V78, P286, DOI [10.1017/S0020268100052811, DOI 10.1017/S0020268100052811]

[25] ARBITRAGE MODEL OF THE TERM STRUCTURE OF INTEREST-RATES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1978, 6 (01) : 33 - 57

[26] SIMPLE APPROACH TO VALUATION OF RISKY STREAMS [J]. JOURNAL OF BUSINESS, 1978, 51 (03) : 453 - 475

[27] EQUILIBRIUM CHARACTERIZATION OF TERM STRUCTURE [J]. JOURNAL OF FINANCIAL ECONOMICS, 1977, 5 (02) : 177 - 188