The dynamics of the forward interest rate curve: A formulation with state variables

    Research output: Contribution to journalArticleScientificpeer-review

    54 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)131-157
    Number of pages26
    JournalJournal of Financial and Quantitative Analysis
    Volume34
    Issue number1
    Publication statusPublished - 1999

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