A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options
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- Type
- article
- Published
- 1990-01-01
- Cited by
- 923
- References
- 0
- OpenAlex
- https://openalex.org/W1906327481
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:153656081
Keywords
Treasury, Bond, Interest rate, Factor (programming language), Economics
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