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Cox, John C
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Ingersoll Jr., Jonathan E
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Ross, Stephen A
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Econometrica
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Journal of financial economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Innovations in bond portfolio management : duration analysis and immunization
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A Theory of the Term Structure of Interest Rates.
Cox, John C
;
Ingersoll Jr., Jonathan E
;
Ross, Stephen A
- In:
Econometrica
53
(
1985
)
2
,
pp. 385-407
Persistent link: https://www.econbiz.de/10005129858
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2
An Intertemporal General Equilibrium Model of Asset Prices.
Cox, John C
;
Ingersoll Jr., Jonathan E
;
Ross, Stephen A
- In:
Econometrica
53
(
1985
)
2
,
pp. 363-84
Persistent link: https://www.econbiz.de/10005702443
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