A Two-Factor Model of the Term Structure: An Approximate Analytical Solution
| Year of publication: |
1984
|
|---|---|
| Authors: | Schaefer, Stephen M. ; Schwartz, Eduardo S. |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 19.1984, 04, p. 413-424
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |