An Arbitrage-Free Two-Factor Model of the Term Structure of Interest Rates : A Multivariate Binomial Approach
Year of publication: |
[1998]
|
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Authors: | Peterson, Sandra |
Other Persons: | Stapleton, Richard C. (contributor) ; Subrahmanyam, Marti G. (contributor) |
Publisher: |
[1998]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 1998 erstellt Volltext nicht verfügbar |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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