The term structure of real interest rates and the Cox, Ingersoll and Ross model
Year of publication: |
1994
|
---|---|
Authors: | Brown, Roger H. |
Other Persons: | Schaefer, Stephen M. (contributor) |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 35.1994, 1, p. 3-42
|
Subject: | John Carrington Cox | Jonathan E. Ingersoll | Stephen A. Ross | Realzins | Real interest rate | Zinsstruktur | Yield curve | Theorie | Theory |
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