A Two Factor No-Arbitrage Model of the Term Structure of Interest Rates

Year of publication:	1996-08
Authors:	Ho, T.S. ; Stapleton, Richard C. ; Subrahmanyam, Marti G.
Institutions:	Finance Department, Stern School of Business

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Series:	New York University, Leonard N. Stern School Finance Department Working Paper Seires.
Type of publication:	Book / Working Paper
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005475258