General Solutions of Some Interest Rate-Contingent Claim Pricing Equations
- 30 September 1991
- journal article
- Published by With Intelligence LLC in The Journal of Fixed Income
- Vol. 1 (2) , 69-83
- https://doi.org/10.3905/jfi.1991.408014
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Forward Induction and Construction of Yield Curve Diffusion ModelsThe Journal of Fixed Income, 1991
- A Theory of the Term Structure of Interest RatesEconometrica, 1985
- On the term structure of interest ratesJournal of Financial Economics, 1978
- An equilibrium characterization of the term structureJournal of Financial Economics, 1977