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The New Palgrave Dictionary of Economics, Second Edition

Affine Term Structure Models

Publication ,  Chapter
Brandt, MW; Chapman, DA
2008

Duke Scholars

Publication Date

2008

Publisher

Palgrave Macmillan
 

Citation

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Brandt, M. W., & Chapman, D. A. (2008). Affine Term Structure Models. In S. Durlauf & L. Blume (Eds.), The New Palgrave Dictionary of Economics, Second Edition. Palgrave Macmillan.
Brandt, M. W., and D. A. Chapman. “Affine Term Structure Models.” In The New Palgrave Dictionary of Economics, Second Edition, edited by S. Durlauf and L. Blume. Palgrave Macmillan, 2008.
Brandt MW, Chapman DA. Affine Term Structure Models. In: Durlauf S, Blume L, editors. The New Palgrave Dictionary of Economics, Second Edition. Palgrave Macmillan; 2008.
Brandt, M. W., and D. A. Chapman. “Affine Term Structure Models.” The New Palgrave Dictionary of Economics, Second Edition, edited by S. Durlauf and L. Blume, Palgrave Macmillan, 2008.
Brandt MW, Chapman DA. Affine Term Structure Models. In: Durlauf S, Blume L, editors. The New Palgrave Dictionary of Economics, Second Edition. Palgrave Macmillan; 2008.

Publication Date

2008

Publisher

Palgrave Macmillan