Stock index dynamics and derivatives pricing with stochastic interest rates (Q375371): Difference between revisions

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+Pricing Options On Risky Assets In A Stochastic Interest Rate Economy<sup>1</sup>
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+An intertemporal asset pricing model with stochastic consumption and investment opportunities
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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
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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+Q3811988
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+Q4794153
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
@@ Property / cites work: A YIELD‐FACTOR MODEL OF INTEREST RATES / rank @@
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+GENERAL EQUILIBRIUM WITH CONSTANT RELATIVE RISK AVERSION AND VASICEK INTEREST RATES
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+The construction of hopscotch methods for parabolic and elliptic equations in two space dimensions with a mixed derivative
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Asset Prices in an Exchange Economy
@@ Property / cites work: Asset Prices in an Exchange Economy / rank @@
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+Optimum consumption and portfolio rules in a continuous-time model
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+An Intertemporal Capital Asset Pricing Model
@@ Property / cites work: An Intertemporal Capital Asset Pricing Model / rank @@
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+An equilibrium characterization of the term structure
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+Publication:375371