An arbitrage-free two factor model of the term structure of interest rates
Subtitle: a multivariate binomial approach
By: Sandra Peterson, Richard C. Stapleton, Marti G. Subrahmanyam
Contributors: Stapleton, Richard C.; Subrahmanyam, Marti G., 1946-
Series: Working paper series (New York University. Salomon Center) -- S-98-26
Publisher: New York University Salomon Center, Leonard N. Stern School of Business
Published: 1998
Place of publication: New York, NY
Language: eng
Number of pages: 30
Subjects: Interest rates; Econometric models
Other titles: An arbitrage free two factor model of the term structure of interest rates
Notes: "March 5, 1998."

Includes bibliographical references (p. 29-30).