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

AuthID
P-00F-P54
2
Author(s)
De Jong, F
·
Tipo de Documento
Article
Year published
1999
Publicado
in Journal of Financial and Quantitative Analysis, ISSN: 0022-1090
Volume: 34, Número: 1, Páginas: 131-157
Indexing
Publication Identifiers
SCOPUS: 2-s2.0-0033441741
Source Identifiers
ISSN: 0022-1090
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