Stochastic mean and stochastic volatility : a three-factor model of the term structure of interest rates and its applications in derivatives pricing and risk management /
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| Author / Creator: | Chen, Lin, 1965- |
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| Imprint: | Cambridge, MA : Blackwell Publishers, c1996. |
| Description: | 88 p. : ill. ; 23 cm. |
| Language: | English |
| Series: | Financial markets, institutions & instruments v. 5, no. 1 |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/2460483 |