Zero coupon bonds and affine term structures: reconsidering the one-factor model
| Year of publication: |
1998
|
|---|---|
| Authors: | Alvarez, Luis H. R. |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 23.1998, 1, p. 85-90
|
| Publisher: |
Elsevier |