A mathematical model of pricing in a large system of cash bonds
- 1 January 1985
- journal article
- Published by Wiley in Applied Stochastic Models and Data Analysis
- Vol. 1 (1) , 55-64
- https://doi.org/10.1002/asm.3150010107
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- An equilibrium characterization of the term structureJournal of Financial Economics, 1977
- An Intertemporal Capital Asset Pricing ModelEconometrica, 1973
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- Stochastic Differential EquationsPublished by Springer Nature ,1972