An equilibrium characterization of the term structure
An equilibrium characterization of the term structure is one of 9,000 studies in the ScholarPulse dataset. Key details — Authors: Oldrich A Vasicek; Journal / source: Journal of Financial Economics; Year: 1977.
| Authors | Oldrich A Vasicek |
|---|---|
| Journal / source | Journal of Financial Economics |
| Year | 1977 |
| Field | Stochastic processes and financial applications |
| Times cited | 6261 |
| Type | article |
| DOI / link | https://doi.org/10.1016/0304-405x(77)90016-2 |