Work

Term Structure Modeling Using Exponential Splines

Year: 1982

Type: article

Source: The Journal of Finance

DOI: 10.2307/2327333

Authors: Oldrich A. Vasicek, H. Gifford Fong

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4237429995

FWCI: 6.383

Cites: 6

Cited by: 251

Related to: 10