On the robustness of short-term interest rate models

Sirimon Treepongkaruna, Stephen Gray

Research output: Contribution to journal › Article › Research › peer-review

Cite this

@article{01131405c04b4f46afc537721446c698,

title = "On the robustness of short-term interest rate models",

author = "Sirimon Treepongkaruna and Stephen Gray",

year = "2003",

language = "English",

volume = "43",

pages = "87 -- 121",

journal = "Accounting \& Finance",

issn = "0810-5391",

publisher = "Wiley-Blackwell",

number = "1",

}