Modeling the stochastic behavior of short-term interest rates: Pricing implications for discount bonds
| Year of publication: |
2003
|
|---|---|
| Authors: | Bali, Turan G. |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 27.2003, 2, p. 201-228
|
| Publisher: |
Elsevier |