ARBITRAGE MODEL OF THE TERM STRUCTURE OF INTEREST-RATES

[1] [Anonymous], [No title captured]

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

[3] BRENNAN M, 1977, 476 U BRIT COL WORK

[4] VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 145 - 166

[5] COX JC, 1977, THEORY TERM STRUCTUR

[6] FELLER W, 1951, ANN MATH, V54

[7] DEMAND FOR INDEX BONDS [J]. JOURNAL OF POLITICAL ECONOMY, 1975, 83 (03) : 509 - 534

[8] FISHER I, 1896, PUBLICATIONS AM EC A, V11, P91

[9] Gihman II, 1972, STOCHASTIC DIFFERENT

[10] Hicks J. R., 1946, VALUE CAPITAL

[1] [Anonymous], [No title captured]

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

[3] BRENNAN M, 1977, 476 U BRIT COL WORK

[4] VALUATION OF OPTIONS FOR ALTERNATIVE STOCHASTIC-PROCESSES [J]. JOURNAL OF FINANCIAL ECONOMICS, 1976, 3 (1-2) : 145 - 166

[5] COX JC, 1977, THEORY TERM STRUCTUR

[6] FELLER W, 1951, ANN MATH, V54

[7] DEMAND FOR INDEX BONDS [J]. JOURNAL OF POLITICAL ECONOMY, 1975, 83 (03) : 509 - 534

[8] FISHER I, 1896, PUBLICATIONS AM EC A, V11, P91

[9] Gihman II, 1972, STOCHASTIC DIFFERENT

[10] Hicks J. R., 1946, VALUE CAPITAL