Work

Modeling the stochastic behavior of short-term interest rates: Pricing implications for discount bonds

Year: 2003

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/s0378-4266(01)00216-3

Author: Turan G Bali

Institutions: Baruch College, City University of New York

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2007988902

FWCI: 7.155

Cites: 50

Cited by: 30

Related to: 10