Author:
Nawalkha Sanjay K.,Beliaeva Natalia,Soto Gloria M.
Reference50 articles.
1. Quadratic Term Structure Models: Theory and Evidence;Dong-Hyun Ahn;The Review of Financial Studies,2002
2. Nonparametric pricing of interest rate derivative securities;Ait-Sahalia Yacine;Econometrica,1996
3. Testing Continuous-Time Models of the Spot Rate;Yacine A�t-Sahlia;The Review of Financial Studies,1996
4. A Comprehensive Analysis of the Short-Term Interest Rate Dynamics;Turan G Bali;Journal of Banking and Finance,2006
5. Bond Price Dynamics and Options;Clifford A Ball;Journal of Financial and Quantitative Analysis,1983
Cited by
6 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献