The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables

AuthID
 P-00F-P54
2
Author(s)
De Jong, F
·
Document Type
Article
Year published
1999
Published
in Journal of Financial and Quantitative Analysis, ISSN: 0022-1090
Volume: 34, Issue: 1, Pages: 131-157
Indexing
Scopus®
Publication Identifiers
SCOPUS: 2-s2.0-0033441741
Source Identifiers
ISSN: 0022-1090
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