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Term Structure Modeling Using Exponential Splines
Author(s) -
VASICEK OLDRICH A.,
FONG H. GIFFORD
Publication year - 1982
Publication title -
the journal of finance
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 18.151
H-Index - 299
eISSN - 1540-6261
pISSN - 0022-1082
DOI - 10.1111/j.1540-6261.1982.tb03555.x
Subject(s) - vasicek model , term (time) , citation , computer science , mathematical economics , information retrieval , library science , mathematics , physics , finance , quantum mechanics , bond , economics