Journal of Financial and Quantitative Analysis Vol. 34 No. 1 1999
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables
Abstract
Frank de Jong, Pedro Santa-Clara, The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables, The Journal of Financial and Quantitative Analysis, Vol. 34, No. 1 (Mar., 1999), pp. 131-157
- DOI
- 10.2307/2676249
- Volume
- 34
- Issue
- 1
- Pages
- 131
- Sources
- openalex crossref