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ArticleOn the term structure of interest rates

L.Uri Dothan1978

Article1978

On the term structure of interest rates

659 citations·0/0 files stored·Journal of Financial Economics

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Stochastic processes and financial applications Financial Markets and Investment Strategies Economic theories and models

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References

1973Theory of Rational Option Pricing 2005Theory of rational option pricing 1977An equilibrium characterization of the term structure 1971Optimum consumption and portfolio rules in a continuous-time model

Cited by

1981A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates 1995Nonparametric Pricing of Interest Rate Derivative Securities 1992Waiting to Invest: Investment and Uncertainty 1993One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities 1992A Theory of the Nominal Term Structure of Interest Rates 1999A Parametric Nonlinear Model of Term Structure Dynamics 1981Valuation of GNMA Mortgage-Backed Securities 1994Stochastic Volatility Option Pricing

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Year1978

Typearticle

Published1978-03-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations659

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/0304-405x(78)90020-x

openalex_workW2024296014

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