共 50 条
- [1] ON ARBITRAGE-FREE PRICING OF INTEREST-RATE CONTINGENT CLAIMS JOURNAL OF FINANCE, 1990, 45 (01): : 259 - 264
- [2] TERM STRUCTURE MOVEMENTS AND PRICING INTEREST-RATE CONTINGENT CLAIMS JOURNAL OF FINANCE, 1986, 41 (05): : 1011 - 1029
- [3] LATTICE MODELS FOR PRICING AMERICAN INTEREST-RATE CLAIMS JOURNAL OF FINANCE, 1995, 50 (03): : 992 - 993
- [4] LATTICE MODELS FOR PRICING AMERICAN INTEREST-RATE CLAIMS JOURNAL OF FINANCE, 1995, 50 (02): : 719 - 737
- [7] Interest-only and principal-only mortgage strips as interest-rate contingent claims JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, 1996, 13 (03): : 187 - 202