[求助]英文文献4篇 1

文献名：Analytical approximations of the Term Structure for Jump-Diffusion Processes:A Numerical Analysis

作者：Bsz,J.and S.r.Das(1996)

期刊：Journal of Fixed Income , june 1996,pp.78-86

电子链接:http://www.iijournals.com/JFI/DEFAULT.ASP?Page=2&ISS=9984&SID=408164

2

文献名:”Maximum Likelihood Estimation for a Multifactor Equilibrium Model of the Term Structure of Interest Rates”

作者:Chen,R.R.and L.Scott(1993)

期刊：Journal of Fixed Income , December 1993,pp.14-31

电子链接:http://www.iijournals.com/JFI/DEFAULT.ASP?Page=2&ISS=9974&SID=408090

3

文献名：”Rational Expectations Econometrics Analysis of Changes in Regime :An Investigation of the Term Structure of Interest rates”

作者:Hamilton ,J.(1998)

期刊：,Journal of Economic Dynamics and Control ,Vol.12,pp.385-423

电子链接:http://ideas.repec.org/a/eee/dyncon/v12y1988i2-3p385-423.html

4

文献名:Introduction to Probability Models

作者:Ross,S.M.(1993)

期刊：Fifth Edition , Academic Press, Inc..

谢谢！！！

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