A YIELD‐FACTOR MODEL OF INTEREST RATES (Q4226871): Difference between revisions

@@ Property / author @@
-J. Darrell Duffie
@@ Property / author: J. Darrell Duffie / rank @@
-Normal rank
@@ Property / author @@
+J. Darrell Duffie
@@ Property / author: J. Darrell Duffie / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1111/j.1467-9965.1996.tb00123.x
+Normal rank
@@ Property / OpenAlex ID @@
+W2068629725
@@ Property / OpenAlex ID: W2068629725 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3698196
@@ Property / cites work: Q3698196 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+An Intertemporal General Equilibrium Model of Asset Prices
+Normal rank
@@ Property / cites work @@
+Q4794153
@@ Property / cites work: Q4794153 / rank @@
+Normal rank
@@ Property / cites work @@
+FACTOR MODELS OF DOMESTIC AND FOREIGN INTEREST RATES WITH STOCHASTIC VOLATILITIES
+Normal rank
@@ Property / cites work @@
+Q4086524
@@ Property / cites work: Q4086524 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales and arbitrage in multiperiod securities markets
+Normal rank
@@ Property / cites work @@
+Martingales and stochastic integrals in the theory of continuous trading
+Normal rank
@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
+Normal rank
@@ Property / cites work @@
+Q5341769
@@ Property / cites work: Q5341769 / rank @@
+Normal rank
@@ Property / cites work @@
+An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information
+Normal rank
@@ Property / cites work @@
+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
+Normal rank
@@ Property / cites work @@
+Q3959169
@@ Property / cites work: Q3959169 / rank @@
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank