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Abstract: A Theory of the Term Structure of Interest Rates and the Valuation of Interest-Dependent Claims

John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross
DOI: 10.1017/s0022109000023474
Journal of Financial and Quantitative Analysis

Data up to Jan 2025

Published1977
Citations15
References0
Fields
EconomicsFinancial economicsActuarial scienceMicroeconomics

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