Valuation of cash flows under random rates of interest: A linear algebraic approach
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- John C. Cox & Jonathan E. Ingersoll Jr. & Stephen A. Ross, 2005.
"A Theory Of The Term Structure Of Interest Rates,"
World Scientific Book Chapters,in: Theory Of Valuation, chapter 5, pages 129-164
World Scientific Publishing Co. Pte. Ltd..
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- KOCH, Inge & DE SCHEPPER, Ann, "undated". "General annuities under truncate stochastic interest rates," Working Papers 2004016, University of Antwerp, Faculty of Applied Economics.
- Zaks, Abraham, 2001. "Annuities under random rates of interest," Insurance: Mathematics and Economics, Elsevier, vol. 28(1), pages 1-11, February.
- Michael J. Brennan and Eduardo S. Schwartz., 1979. "A Continuous-Time Approach to the Pricing of Bonds," Research Program in Finance Working Papers 85, University of California at Berkeley. Full references (including those not matched with items on IDEAS)
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