EMPIRICAL TESTS OF 2 STATE-VARIABLE HEATH-JARROW-MORTON MODELS

Authors
BLISS RR RITCHKEN P
Citation
Rr. Bliss et P. Ritchken, EMPIRICAL TESTS OF 2 STATE-VARIABLE HEATH-JARROW-MORTON MODELS, Journal of money, credit and banking, 28(3), 1996, pp. 452-476
Citations number
24
Categorie Soggetti
Business Finance
Journal title
Journal of money, credit and banking → ACNP
ISSN journal
00222879
Volume
28
Issue
3
Year of publication
1996
Part
2
Pages
452 - 476
Database
ISI
SICI code
0022-2879(1996)28:3<452:ETO2SH>2.0.ZU;2-6