Forward Induction and Construction of Yield Curve Diffusion Models

• 30 June 1991
• journal article
• Published by With Intelligence LLC in The Journal of Fixed Income
• Vol. 1  (1) , 62-74
• https://doi.org/10.3905/jfi.1991.692348

Abstract

Keywords

• FORWARD INDUCTION
• CURVE DIFFUSION
• YIELD CURVE
• DIFFUSION MODELS
• CONSTRUCTION