An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates
Don H Kim
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“An arbitrage-free three-factor term structure model and the recent behavior of long-term yields and distant-horizon forward rates” by Don H Kim: a…
Catalogue details
- Author
- Don H Kim
- Category
- General & Other
- Language
- English
- Source
- HathiTrust