• Title of article

    Modeling the stochastic behavior of short-term interest rates: Pricing implications for discount bonds

  • Author/Authors

    Turan G. Bali، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2002
  • Pages
    28
  • From page
    201
  • To page
    228
  • Keywords
    Diffusions , Term structure of interest rates , Black , Derman and Toy , Discount bonds , GARCH
  • Journal title
    Journal of Banking and Finance
  • Serial Year
    2002
  • Journal title
    Journal of Banking and Finance
  • Record number

    193450

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193450