A comparative evaluation of alternative models of the term structure of interest rates

Author: Boero G.   Torricelli C.  

Publisher: Elsevier

ISSN: 0377-2217

Source: European Journal of Operational Research, Vol.93, Iss.1, 1996-08, pp. : 205-223

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract