TERM STRUCTURE OF INTEREST-RATES

[1] [Anonymous], 1975, STOCHASTIC DIFFERENT

[2] BRENNAN M, 1977, J FINANCIAL EC AUG, P67

[3] COX JC, 1977, THEORY TERM STRUCTUR

[4] GARMAN MB, 1977, 50 U CAL RES PROGR F

[5] THEORY OF RATIONAL OPTION PRICING [J]. BELL JOURNAL OF ECONOMICS, 1973, 4 (01): : 141 - 183

[6] OPTIMUM CONSUMPTION AND PORTFOLIO RULES IN A CONTINUOUS-TIME MODEL [J]. JOURNAL OF ECONOMIC THEORY, 1971, 3 (04) : 373 - 413

[7] MERTON RC, 1970, DYNAMIC GENERAL EQUI

[8] PARKINSON M, 1976, RANDOM WALK PROBLEM

[9] VASICEK O, 1977, J FINANC ECON, P177

[10] Watson G.N., 1966, TREATISE THEORY BESS

[1] [Anonymous], 1975, STOCHASTIC DIFFERENT

[2] BRENNAN M, 1977, J FINANCIAL EC AUG, P67

[3] COX JC, 1977, THEORY TERM STRUCTUR

[4] GARMAN MB, 1977, 50 U CAL RES PROGR F

[5] THEORY OF RATIONAL OPTION PRICING [J]. BELL JOURNAL OF ECONOMICS, 1973, 4 (01): : 141 - 183

[6] OPTIMUM CONSUMPTION AND PORTFOLIO RULES IN A CONTINUOUS-TIME MODEL [J]. JOURNAL OF ECONOMIC THEORY, 1971, 3 (04) : 373 - 413

[7] MERTON RC, 1970, DYNAMIC GENERAL EQUI

[8] PARKINSON M, 1976, RANDOM WALK PROBLEM

[9] VASICEK O, 1977, J FINANC ECON, P177

[10] Watson G.N., 1966, TREATISE THEORY BESS