A new method of testing pricing models as applied to forward interest rate models
| Year of publication: |
1992
|
|---|---|
| Authors: | Cohen, Hugh ; Heath, David |
| Institutions: | Federal Reserve Bank of Atlanta |
| Subject: | Prices | Interest rates |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | Number 92-16 |
| Source: |
Persistent link: https://www.econbiz.de/10005514578