The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks

AuthID
P-00F-PNV
2
Author(s)
Sornette, D
Tipo de Documento
Article
Year published
2001
Publicado
in Review of Financial Studies, ISSN: 0893-9454
Volume: 14, Número: 1, Páginas: 149-185
Indexing
Publication Identifiers
SCOPUS: 2-s2.0-0035586168
Source Identifiers
ISSN: 0893-9454
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