The Dynamics of the Forward Interest Rate Curve with Stochastic String Shocks
| Year of publication: |
2001
|
|---|---|
| Authors: | Santa-Clara, Pedro ; Sornette, Didier |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 14.2001, 1, p. 149-186
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