Is the short rate drift actually nonlinear?

Journal of Finance

Volumn 55, Issue 1, 2000, Pages 355-388

  Chapman, David A ^a   Pearson, Neil D ^b  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

^b UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039372662     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00208     Document Type: Article

References (21)

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