The dynamics of the forward interest rate curve with stochastic string shocks

Review of Financial Studies

Volumn 14, Issue 1, 2001, Pages 149-185

  Santa Clara, Pedro ^a,b   Sornette, Didier ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0035586168     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/14.1.149     Document Type: Article

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