ON FINITE STATE-DIMENSIONAL MARKOVIAN REPRESENTATIONS OF TERM STRUCTURE

Authors
RITCHKEN P SANKARASUBRAMANIAN L
Citation
P. Ritchken et L. Sankarasubramanian, ON FINITE STATE-DIMENSIONAL MARKOVIAN REPRESENTATIONS OF TERM STRUCTURE, The Journal of finance, 49(3), 1994, pp. 1093-1094
Citations number
NO
Categorie Soggetti
Business Finance
Journal title
The Journal of finance → ACNP
ISSN journal
00221082
Volume
49
Issue
3
Year of publication
1994
Pages
1093 - 1094
Database
ISI
SICI code
0022-1082(1994)49:3<1093:OFSMRO>2.0.ZU;2-W