The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks.
| Year of publication: |
2001
|
|---|---|
| Authors: | Santa-Clara, Pedro ; Sornette, Didier |
| Published in: |
Review of Financial Studies. - Society for Financial Studies - SFS. - Vol. 14.2001, 1, p. 149-85
|
| Publisher: |
Society for Financial Studies - SFS |