A Theory of the Term Structure of Interest Rates

DOI10.2307/1911242zbMath1274.91447OpenAlexW3021444882WikidataQ55952073 ScholiaQ55952073MaRDI QIDQ2856469

Jonathan E. jun. Ingersoll, John C. Cox, Stephen A. Ross

Publication date: 29 October 2013

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/853c1f9b36a574432f112d72b473a68f377f410e

zbMATH Keywords

interest ratesCIR modelasset pricing model

Mathematics Subject Classification ID

Interest rates, asset pricing, etc. (stochastic models) (91G30) General equilibrium theory (91B50)