Stochastic Volatility and Mean Drift in the Short Term Interest Rate Diffusion: Sources of Steepness, Level, and Curvature in the Yield Curve

• 成果类型: Meeting Abstract
• 署名作者: Andersen, Torben G.; Lund, Jesper
• 署名单位: Northwestern University
• 刊物名称: JOURNAL OF FINANCE
• ISSN/ISSBN: 0022-1082
• 发表日期: 1997
• 页码: 1204-1204