Work

Nonparametric Modeling of U.S. Interest Rate Term Structure Dynamics and Implications on the Prices of Derivative Securities

Year: 1998

Type: article

Abstract: George J. Jiang, Nonparametric Modeling of U.S. Interest Rate Term Structure Dynamics and Implications on the Prices of Derivative Securities, The Journal of Financial and Quantitative Analysis, Vol. 33, No. 4 (Dec., 1998), pp. 465-497

Source: Journal of Financial and Quantitative Analysis

DOI: 10.2307/2331128

Author: George J. Jiang

Institution: University of Groningen

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2104828113

FWCI: 6.666

Cites: 59

Cited by: 85

Related to: 10