STOCHASTIC-MODELS FOR BOND PRICES, FUNCTION-SPACE INTEGRALS AND IMMUNIZATION THEORY

[1] ABIKHALIL F, 1985, APPLIED STOCHASTIC M, V1, P55

[2] A NOTE ON IMMUNIZATION UNDER A GENERAL STOCHASTIC EQUILIBRIUM-MODEL OF THE TERM STRUCTURE [J]. INSURANCE MATHEMATICS & ECONOMICS, 1985, 4 (04) : 239 - 244

[3] [Anonymous], 1975, STOCHASTIC DIFFERENT

[4] BOND PRICE DYNAMICS AND OPTIONS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1983, 18 (04) : 517 - 531

[5] BEEKMAN JA, 1986, 72 BALL STAT U DEP M

[6] BEEKMAN JA, 1987, ACTUARIAL SCI ADV ST, P157

[7] Bierwag GO, 1987, DURATION ANAL MANAGI

[8] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[9] Boyle P.P., 1978, J I ACTUAR 1886 1994, V105, P177, DOI [10.1017/S0020268100018576, DOI 10.1017/S0020268100018576]

[10] RATES OF RETURN AS RANDOM-VARIABLES [J]. JOURNAL OF RISK AND INSURANCE, 1976, 43 (04) : 693 - 713

[1] ABIKHALIL F, 1985, APPLIED STOCHASTIC M, V1, P55

[2] A NOTE ON IMMUNIZATION UNDER A GENERAL STOCHASTIC EQUILIBRIUM-MODEL OF THE TERM STRUCTURE [J]. INSURANCE MATHEMATICS & ECONOMICS, 1985, 4 (04) : 239 - 244

[3] [Anonymous], 1975, STOCHASTIC DIFFERENT

[4] BOND PRICE DYNAMICS AND OPTIONS [J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1983, 18 (04) : 517 - 531

[5] BEEKMAN JA, 1986, 72 BALL STAT U DEP M

[6] BEEKMAN JA, 1987, ACTUARIAL SCI ADV ST, P157

[7] Bierwag GO, 1987, DURATION ANAL MANAGI

[8] PRICING OF OPTIONS AND CORPORATE LIABILITIES [J]. JOURNAL OF POLITICAL ECONOMY, 1973, 81 (03) : 637 - 654

[9] Boyle P.P., 1978, J I ACTUAR 1886 1994, V105, P177, DOI [10.1017/S0020268100018576, DOI 10.1017/S0020268100018576]

[10] RATES OF RETURN AS RANDOM-VARIABLES [J]. JOURNAL OF RISK AND INSURANCE, 1976, 43 (04) : 693 - 713