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
Permalink to this page
Back