Single Factor Duration Models in a Discrete General Equilibrium Framework

• 1 May 1982
• journal article
• Published by JSTOR in The Journal of Finance
• Vol. 37  (2) , 325
• https://doi.org/10.2307/2327332

Abstract

Keywords

• GENERAL EQUILIBRIUM
• EQUILIBRIUM FRAMEWORK
• DISCRETE GENERAL
• DURATION MODELS
• SINGLE FACTOR DURATION