EQUILIBRIUM CHARACTERIZATION OF TERM STRUCTURE

被引:2490
作者
VASICEK, O [1 ]
机构
[1] UNIV CALIF BERKELEY,BERKELEY,CA 94720
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
收藏
页码:177 / 188
页数:12
相关论文
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[12]  
NELSON CR, 1972, TERM STRUCTURE INTER
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ROLL R, 1971, J FINANC, V26, P51
[14]  
ROLL R, 1970, BEHAVIOR INTEREST RA