篇名:On the term structure of interest rates
作者:Dothan
杂志:Journal of financial economics 6,1978, 59-69
链接:http://www.sciencedirect.com/science/article/B6VBX-45KNKS237/2/eba536d89cc15ad632632f417b6bf28f
篇名:Saving bond, retractable bonds, and callable bonds
作者:Brennan and Schwartz
杂志:Journal of financial economics3 ,1977,133-155
链接:http://www.sciencedirect.com/science/article/B6VBX-45KRN7R-7C/2/2bd7e030496ce3019e5c675b867a3c4c
篇名:Optimal bond trading with personal tax
作者:Constantinides and Ingersoll
杂志:Journal of financial economics,1984
链接:http://papers.ssrn.com/sol3/papers.cfm?abstract_id=305564
篇名:Noteing on option pricing I: constant elasiticity of variance diffusion
作者:Cox
杂志:working paper, standford
(没找到链接)
PS:不好意思,原来格式不规范
[此贴子已经被作者于2008-11-29 14:39:50编辑过]