Fundamental properties of bond prices in models of the short-term rate
Mele, A.
(2003).
Fundamental properties of bond prices in models of the short-term rate.
Review of Financial Studies,
16(3), 679-716.
https://doi.org/10.1093/rfs/hhg011
| Item Type | Article |
|---|---|
| Copyright holders | © 2003 the Society for Financial Studies |
| Departments |
LSE > Research Centres > Financial Markets Group LSE > Research Centres > STICERD |
| DOI | 10.1093/rfs/hhg011 |
| Date Deposited | 18 Jul 2008 |
| URI | https://researchonline.lse.ac.uk/id/eprint/19587 |
Explore Further
- https://www.scopus.com/pages/publications/0042788860 (Scopus publication)
- http://rfs.oxfordjournals.org/ (Official URL)