Fundamental properties of bond prices in models of the short-term rate
Mele, Antonio
(2003)
Fundamental properties of bond prices in models of the short-term rate
Review of Financial Studies, 16 (3).
pp. 679-716.
ISSN 0893-9454
| Item Type | Article |
|---|---|
| Departments |
Financial Markets Group STICERD |
| DOI | 10.1093/rfs/hhg011 |
| Date Deposited | 18 Jul 2008 10:42 |
| URI | https://researchonline.lse.ac.uk/id/eprint/19587 |