EQUILIBRIUM CHARACTERIZATION OF TERM STRUCTURE

被引：2490

作者：

VASICEK, O ^{[1
]}

机构：

[1] UNIV CALIF BERKELEY,BERKELEY,CA 94720

来源：

关键词：

D O I：

10.1016/0304-405X(77)90016-2

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：177 / 188

页数：12

共 14 条

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ITO K, 1961, LECTURES STOCHASTIC

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