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The term structure of real interest rates and the Cox, Ingersoll and Ross model
Brown, Roger H. - In: Journal of financial economics 35 (1994) 1, pp. 3-42
Persistent link: https://www.econbiz.de/10001153759
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Notes on the yield curve
Martin, W. R.; Ross, Stephen A. - In: Journal of financial economics 134 (2019) 3, pp. 669-688
Persistent link: https://www.econbiz.de/10012168669
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Notes on the yield curve
Martin, Ian; Ross, Stephen A. - In: Journal of financial economics 134 (2019) 3, pp. 689-702
Persistent link: https://www.econbiz.de/10012168673