A two‐factor, preference‐free model for interest rate sensitive claims

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@article{8d787aa14da6452b990ab32dc28669a0,

title = "A two‐factor, preference‐free model for interest rate sensitive claims",

author = "Chen, \{Ren‐Raw ‐R\}",

year = "1995",

month = may,

doi = "10.1002/fut.3990150305",

language = "英语",

volume = "15",

pages = "345--372",

journal = "Journal of Futures Markets",

issn = "0270-7314",

publisher = "Wiley-Liss Inc.",

number = "3",

}

TY - JOUR

T1 - A two‐factor, preference‐free model for interest rate sensitive claims

AU - Chen, Ren‐Raw ‐R

PY - 1995/5

Y1 - 1995/5

UR - https://www.scopus.com/pages/publications/84978550104

U2 - 10.1002/fut.3990150305

DO - 10.1002/fut.3990150305

M3 - 文章

AN - SCOPUS:84978550104

SN - 0270-7314

VL - 15

SP - 345

EP - 372

JO - Journal of Futures Markets

JF - Journal of Futures Markets

IS - 3

ER -