A COMPLETE YIELD CURVE DESCRIPTION OF A MARKOV INTEREST RATE MODEL
ELLIOTT, ROBERT J., MAMON, ROGEMAR S.Volume:
6
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024903001852
Date:
June, 2003
File:
PDF, 151 KB
english, 2003