Pedro Araujo de Santa Clara Gomes
AuthID: R-000-SHY
21
TITLE: The dynamics of the forward interest rate curve with stochastic string shocks
AUTHORS: Santa Clara, P; Sornette, D;
PUBLISHED: 2001, SOURCE: Review of Financial Studies, VOLUME: 14, ISSUE: 1
AUTHORS: Santa Clara, P; Sornette, D;
PUBLISHED: 2001, SOURCE: Review of Financial Studies, VOLUME: 14, ISSUE: 1
INDEXED IN: 
Scopus
Scopus IN MY: 
ORCID
ORCID22
TITLE: The dynamics of the forward interest rate curve: A formulation with state variables Full Text
AUTHORS: De Jong, F; Santa Clara, P;
PUBLISHED: 1999, SOURCE: Journal of Financial and Quantitative Analysis, VOLUME: 34, ISSUE: 1
AUTHORS: De Jong, F; Santa Clara, P;
PUBLISHED: 1999, SOURCE: Journal of Financial and Quantitative Analysis, VOLUME: 34, ISSUE: 1
INDEXED IN: Scopus
Scopus IN MY: ORCID
ORCID