A Simple Multi-Factor, Time-Dependent-Parameter Model for the Term Structure of Interest Rates.

Autor:	Ren-Raw Chen, Yang, T.L. Tyler
Zdroj:	Review of Quantitative Finance & Accounting. Jul2002, Vol. 19 Issue 1, p5. 16p. 2 Charts.
Databáze:	Business Source Ultimate
Externí odkaz:	Zobrazit plný text záznamu