Short-Term Interest Rate Models and the Generation of Interest Rate Scenarios
Publication Type
Journal Article
Publication Date
1997
Discipline
Economics
Research Areas
Econometrics
Publication
Mathematics and Computers in Simulation
Volume
43
Issue
3-6
First Page
475
Last Page
480
ISSN
0378-4754
Identifier
10.1016/s0378-4754(97)00034-7
Publisher
Elsevier
Citation
TSE, Yiu Kuen.
Short-Term Interest Rate Models and the Generation of Interest Rate Scenarios. (1997). Mathematics and Computers in Simulation. 43, (3-6), 475-480.
Available at: https://ink.library.smu.edu.sg/soe_research/324
Additional URL
https://doi.org/10.1016/s0378-4754(97)00034-7