A Parametric Nonlinear Model of Term Structure Dynamics
| Year of publication: |
1999
|
|---|---|
| Authors: | Ahn, Dong-Hyun ; Gao, Bin |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 12.1999, 4, p. 721-762
|