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Compounding/discounting in continuous time

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  • Horvath, Philip A.

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  • Horvath, Philip A., 1995. "Compounding/discounting in continuous time," The Quarterly Review of Economics and Finance, Elsevier, vol. 35(3), pages 315-325.
    • Handle: RePEc:eee:quaeco:v:35:y:1995:i:3:p:315-325
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    References listed on IDEAS

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    1. Fama, Eugene F., 1984. "The information in the term structure," Journal of Financial Economics, Elsevier, vol. 13(4), pages 509-528, December.
    2. Horvath, Philip A, 1985. "A Pedagogic Note on Intra-period Compounding and Discounting," The Financial Review, Eastern Finance Association, vol. 20(1), pages 116-118, February.
    3. Dothan, Michael U., 1990. "Prices in Financial Markets," OUP Catalogue, Oxford University Press, number 9780195053128.
    4. Horvath, Philip A, 1988. "A Measurement of the Errors in Intra-period Compounding and Bond Valuation: A Short Extension," The Financial Review, Eastern Finance Association, vol. 23(3), pages 359-363, August.
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