Journal of Financial and Quantitative Analysis Vol. 19 No. 4 1984
A Two-Factor Model of the Term Structure: An Approximate Analytical Solution
Abstract
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
- DOI
- 10.2307/2330783
- Volume
- 19
- Issue
- 4
- Pages
- 413
- Sources
- openalex crossref