A comparative evaluation of alternative models of the term structure of interest rates-Reference-Cited by-同舟云学术

A comparative evaluation of alternative models of the term structure of interest rates

Published:1996-08 Issue:1 Volume:93 Page:205-223
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Boero G.,Torricelli C.

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modelling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference57 articles.

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4. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

5. Arbitrage-based estimation of nonstationary shifts in the term structure of interest rates;Bliss;Journal of Finance,1989

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