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: |
Journal of Financial Research. - Southern Finance Association - SFA, ISSN 0270-2592. - Vol. 19.1996, 4, p. 493-513
|
| Publisher: |
Southern Finance Association - SFA Southwestern Finance Association - SWFA |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008518591