A simple multi-factor, time-dependent-parameter model for the term structure of interest rates
Year of publication: |
2002
|
---|---|
Authors: | Chen, Ren-Raw ; Yang, Tyler |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 19.2002, 1, p. 5-20
|
Subject: | Zinsstruktur | Yield curve |
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