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Volumn 8, Issue 4, 1998, Pages 401-407

Continuous-time short term interest rate models

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0001549407     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031098332934     Document Type: Article
Times cited : (26)

References (19)
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  • 6
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    • The pricing of options and corporate liabilities
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  • 8
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  • 9
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    • (1992) Pacific Basin Capital Markets Research , vol.3
    • Chan, K.C.1    Karolyi, G.A.2    Longstaff, F.A.3    Sanders, A.B.4
  • 11
    • 33847554918 scopus 로고
    • The valuation of options for alternative stochastic processes
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  • 13
    • 0001205798 scopus 로고
    • A theory of the term structure of interest rates
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  • 14
    • 0030194391 scopus 로고    scopus 로고
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  • 15
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  • 17
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  • 19
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