PhDs.io — Knowledge that Transforms

PhDs.io

To make high-quality research more accessible and easier to explore.

Fields:

1 result ✕ Clear filters

A Two-Factor Model of the Term Structure: An Approximate Analytical Solution

Stephen M. Schaefer; Eduardo S. Schwartz

Journal of Financial and Quantitative Analysis 1984 19(4), 413

Stephen M. Schaefer, Eduardo S. Schwartz, A Two-Factor Model of the Term Structure: An Approximate Analytical Solution, The Journal of Financial and Quantitative Analysis, Vol. 19, No. 4 (Dec., 1984), pp. 413-424

Search Criteria

A Two-Factor Model of the Term Structure: An Approximate Analytical Solution