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Stochastic models for bond prices, function space integrals and immunization theory · Study

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ArticleStochastic models for bond prices, function space integrals and immunization theory

John A. Beekman1988

Article1988

Stochastic models for bond prices, function space integrals and immunization theory

John A. Beekman · Elias S. W. Shiu

17 citations·0/0 files stored·Insurance Mathematics and Economics

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Stochastic processes and financial applications Financial Markets and Investment Strategies Probability and Risk Models

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References

1973The Pricing of Options and Corporate Liabilities 1985A Theory of the Term Structure of Interest Rates 1977An equilibrium characterization of the term structure 1971Optimum consumption and portfolio rules in a continuous-time model 1939Value and Capital: An Inquiry into Some Fundamental Principles of Economic Theory.1979A continuous time approach to the pricing of bonds 1981A Re-Examination of Traditional Hypotheses about the Term Structure of Interest Rates 1952Review of the Principles of Life-office Valuations

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Year1988

Typearticle

Published1988-10-01

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations17

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/0167-6687(88)90073-x

openalex_workW2051863869

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