Work

A Markov Model of the Term Structure

Year: 1966

Type: article

Source: The Quarterly Journal of Economics

DOI: 10.2307/1880579

Author: Gordon Pye

Institution: University of California, Berkeley

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2117930452

FWCI: 7.231

Cites:

Cited by: 45

Related to: 10