1

文献名：On the term structure of interest rates

作者：L. Uri Dothan*

期刊：Graduate School of Management, Northwestern University, Evanston, IL 60201, U.S.A.

电子链接:http://www.sciencedirect.com/science/article/B6VBX-45KNKS2-37/2/eba536d89cc15ad632632f417b6bf28f

2

文献名: Bond and Option Pricing When Short Rates Are Lognormal

作者:Black, F., and Karasinski, P.

期刊：Financial Analysts Journal, 47, 52-59.

电子链接:http://www.defaultrisk.com/pa_related_29.htm

3

文献名：Notes on option pricing. I. Constant elasticity of variance diffusion

作者:J. Cox, ,

期刊：Standford University, Graduate School of Business, 1975.

4

文献名:An analysis of variable rate loan contracts

作者:Cox, J. C., J. E. Ingersoll and S. A. Ross

期刊：Journal of Finance, vol. 35, 389-403. ...

电子链接:http://www.jstor.org/pss/2327398

谢谢！！！

[此贴子已经被作者于2008-11-20 8:54:55编辑过]