Krishnan, C.N.V. (contributor); … - 2003 - [Elektronische Ressource]
World
Wide Web: www.clev.frb.org.
C. N. V. Krishnan is at Weatherhead School of Management, Case Western Reserve University …,
Cleveland, Ohio and may be reached at cnk2@cwru.edu. P. H. Ritchken is at Weatherhead School of
Management, Case Western … theoretical
risky bond price computed at date t
i
, conditional on knowledge of the state variables at date t
i
.
From equation (3 …