Quadratic term structure models in discrete time

Realdon, M. (2006) Quadratic term structure models in discrete time. Finance Research Letters, 3 (4). pp. 277-289. ISSN 1544-6123



  • Realdon, M.
  • Published: December 2006
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: York RAE Import
Date Deposited: 24 Jul 2009 13:08
Last Modified: 24 Jul 2009 13:08
Published Version: http://dx.doi.org/10.1016/j.frl.2006.06.001
Status: Published
Publisher: Elsevier
Identification Number: https://doi.org/10.1016/j.frl.2006.06.001

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