Work

Are Interest Rate Derivatives Spanned by the Term Structure of Interest Rates?

Year: 2001

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.283310

Authors: Massoud Heidari, Liuren Wu

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: green

OpenAlex ID: W2132306325

Cites: 27

Cited by: 47

Related to: 10