مرکز منطقه ای اطلاع رساني علوم و فناوري - Modeling the term structure of interest rates: A new approach

Title of article :

Modeling the term structure of interest rates: A new approach

Author/Authors :

Robert L. Kimmel، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

143

To page :

183

Keywords :

Conditional volatility , Term structure , Random field , Derivative pricing

Journal title :

Journal of Financial Economics

Serial Year :

2004

Journal title :

Journal of Financial Economics

Record number :

257665

Link To Document :