A dynamic model for the forward curve

Review of Financial Studies

Volumn 21, Issue 1, 2008, Pages 265-310

  Chua, Choong Tze ^a   Foster, Dean ^b   Ramaswamy, Krishna ^b   Stine, Robert ^b  

^a SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 77956334875     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhm039     Document Type: Article

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