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~isPartOf:"Journal of banking & finance"
~isPartOf:"Monthly labor review : MLR"
~isPartOf:"Real estate economics : journal of the American Real Estate and Urban Economics Association"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~isPartOf:"The journal of fixed income"
~person:"Fama, Eugene F."
~person:"Hayghe, Howard V."
~person:"Ilg, Randy E."
~person:"Longstaff, Francis A."
~person:"Titman, Sheridan"
~subject:"1964-1989"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
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Journal of banking & finance
Monthly labor review : MLR
Real estate economics : journal of the American Real Estate and Urban Economics Association
The journal of finance : the journal of the American Finance Association
The journal of fixed income
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Interest rate volatility and the term structure : a two factor general equilibrium model
Longstaff, Francis A.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
4
,
pp. 1259-1282
Persistent link: https://www.econbiz.de/10001133697
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Implementation of the Longstaff-Schwartz interest rate model
Longstaff, Francis A.
- In:
The journal of fixed income
3
(
1993
)
2
,
pp. 7-14
Persistent link: https://www.econbiz.de/10001149258
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