300币求"Multifactor models of the term structure of interest rates"

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Title: Multifactor models of the term structure of interest rates

Authors: El Karoui, Nicole
Lacoste, Vincent
Centre d'Etudes et de Recherche de l'Ecole Superieure des Sciences Economiques et Commerciales (CERESSEC), 95 - Cergy-Pontoise (France)

Keywords: Multifactor models of the term structure of interest rates [ State variables; Arbitrage theory; Markovian processes]

Issue Date: 1995

URI: http://hdl.handle.net/10068/8184

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