Pricing stock and bond derivatives with a multi-factor Gaussian model (Q4541564): Difference between revisions

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+https://doi.org/10.1080/135048698334646
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+W2052303445
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+Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup>
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+Q4404205
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+The Pricing of Options and Corporate Liabilities
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+An Intertemporal General Equilibrium Model of Asset Prices
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+A Theory of the Term Structure of Interest Rates
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+Q5508985
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
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+Pricing Interest-Rate-Derivative Securities
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+Option and Futures Evaluation With Deterministic Volatilities<sup>1</sup>
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+An equilibrium characterization of the term structure
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