Econometric analysis of a continuous time multi-factor generalized Vasicek term structure model: International evidence

DOI10.1023/A:1010086132390zbMath1153.91698OpenAlexW1546394546MaRDI QIDQ1000460

K. Ben Nowman, Simon H. Babbs

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1010086132390

Mathematics Subject Classification ID

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