A continuous time approach to the pricing of bonds
- 1 July 1979
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 3 (2) , 133-155
- https://doi.org/10.1016/0378-4266(79)90011-6
Abstract
No abstract availableAll Related Versions
This publication has 8 references indexed in Scilit:
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- Nonrecursive Models as Discrete Approximations to Systems of Stochastic Differential EquationsEconometrica, 1966