A Nonparametric Model of Term Structure Dynamics and the Market Price of Interest Rate Risk
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1997.tb02748.x/fullpdf
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4. A one factor model of interest rates and its application to Treasury bond options;Black;Financial Analysts' Journal,1990
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