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

@@ Property / author @@
-J. Darrell Duffie
@@ Property / author: J. Darrell Duffie / rank @@
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+J. Darrell Duffie
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+MaRDI publication profile
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+https://doi.org/10.1111/j.1467-9965.1996.tb00123.x
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+W2068629725
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@@ Property / cites work @@
+Q3698196
@@ Property / cites work: Q3698196 / rank @@
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@@ 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 @@
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+An Intertemporal General Equilibrium Model of Asset Prices
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+Q4794153
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+FACTOR MODELS OF DOMESTIC AND FOREIGN INTEREST RATES WITH STOCHASTIC VOLATILITIES
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+Q4086524
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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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+Q5341769
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+An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information
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+Pricing Interest-Rate-Derivative Securities
@@ Property / cites work: Pricing Interest-Rate-Derivative Securities / rank @@
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+Q3959169
@@ Property / cites work: Q3959169 / rank @@
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+An equilibrium characterization of the term structure
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@@ links / mardi / name / links / mardi / name @@
+Publication:4226871