Nonparametric modeling of u.S. interest rate term structure dynamics and implications on the prices of derivative securities

Journal of Financial and Quantitative Analysis

Volumn 33, Issue 4, 1998, Pages 465-497

  Jiang, George J ^a  

^a UNIVERSITY OF GRONINGEN   (Netherlands)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032261308     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/2331128     Document Type: Article

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