A bond pricing formula under a non-trivial, three-factor model of interest rates
Lin Chen
| Year of publication: |
1996
|
|---|---|
| Authors: | Chen, Lin |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 51.1996, 1, p. 95-99
|
| Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | CAPM | Anleihe | Bond | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001199673