The Dynamics of the Forward Interest Curve: A Formulation with State Variables

Authors
Publication date 1999
Journal Journal of Financial and Quantitative Analysis
Volume | Issue number 34 | 1
Pages (from-to) 131-157
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam Business School Research Institute (ABS-RI)
Document type Article
Published at
https://doi.org/10.2307/2676249 (Final published version)
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