An Empirical Study of a New Class of No-Arbitrage-Based Discrete Models of the Term Structure
| Year of publication: |
1996
|
|---|---|
| Authors: | Sim, Ah Boon ; Thurston, David C. |
| Published in: |
The journal of financial research : a publ. of the School of Business Administration, Georgetown University. - Malden, Mass. [u.a.] : Blackwell Publishing, ISSN 0270-2592, ZDB-ID 8753532. - Vol. 19.1996, 4, p. 493-514
|