A multifactor, nonlinear, continuous-time model of interest rate volatility

Bibliographic Details
Other Authors: Boudoukh, Jacob (-)
Format: Book
Language:Inglés
Published: Cambridge, MA : National Bureau of Economic Research 1999.
Series:NBER Working Paper Series ; 7213
Subjects:
See on Universidad de Deusto:https://oceano.biblioteca.deusto.es/primo-explore/search?query=any,contains,991004910309703351&tab=default_tab&search_scope=deusto_alma&vid=deusto
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Description
Physical Description:40 p. : il. ; 22 cm
Bibliography:Bibliogr.: p. 27-29