A Dynamic Model for the Forward Curve
| Year of publication: |
2008
|
|---|---|
| Authors: | Chua, Choong Tze ; Foster, Dean ; Ramaswamy, Krishna ; Stine, Robert |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 21.2008, 1, p. 265-310
|