[求助]英文文献6篇

1452

收藏 2009-09-13

1.
文献名：Jump-Diffusion Processes and the Term Structure of Interest Rates
作者：Chang Mo Ahn, Howard E Thompson
期刊：Journal of Finance，1988
电子链接：http://www.jstor.org/pss/2328329

2.
文献名：The Constant Elasticity of Variance Model and Its Implications for Option Pricing
作者：S Beckers
期刊：Journal of Finance, 1980
电子链接：http://www.jstor.org/stable/2327490

3.
文献名：A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options
作者：BLACK, F., E. DERMAN, and W. TOY
期刊：Financial Analysts Journal，1990
电子链接：http://www.jstor.org/pss/4479294

4.
文献名：The Stochastic Behavior of Common Stock Variances：Value, Leverage and Interest Rate Effects
作者：Andrew A.Christie
期刊：Journal of Financial Economics, 1982
电子链接：http://www.sciencedirect.com/science/article/B6VBX-45KNM0P-57/2/bfff28ad0e1b3292eb2608a018c9bfc1

5.
文献名：A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk
作者：Richard Stanton
期刊：Journal of Finance, 1997，v52(5), 1973-2002.
电子链接：http://www.jstor.org/pss/2329471

6.
文献名：Why Does Stock Market Volatility Change Over Time？
作者：GW Schwert
期刊：Journal of Finance, 1989
电子链接：http://www.jstor.org/stable/2328636