A Simple Approach to Three-Factor Affine Term Structure Models
| Year of publication: |
1996
|
|---|---|
| Authors: | Balduzzi, Pierluigi ; Das, Sanjiv Ranjan ; Foresi, Silverio ; Sundaram, Rangarajan |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 6.1996, 3, p. 43-54
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