A dynamic model for the forward curve
Year of publication: |
2008
|
---|---|
Authors: | Chua, Choong Tze ; Foster, Dean P. ; Ramaswamy, Krishna ; Stine, Robert A. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 21.2008, 1, p. 265-310
|
Subject: | Zinsstruktur | Yield curve | Theorie | Theory | USA | United States | 1964-2004 |
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