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~isPartOf:"Journal of international money and finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Kennedy, D. P."
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Search: subject_exact:"Yield spread"
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Kennedy, D. P.
Collin-Dufresne, Pierre
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Journal of international money and finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
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Characterizing Gaussian models of the term structure of interest rates
Kennedy, D. P.
- In:
Mathematical finance : an international journal of …
7
(
1997
)
2
,
pp. 107-118
Persistent link: https://www.econbiz.de/10001220286
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The term structure of interest rates as a Gaussian random field
Kennedy, D. P.
- In:
Mathematical finance : an international journal of …
4
(
1994
)
3
,
pp. 247-258
Persistent link: https://www.econbiz.de/10001185094
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