NDLI: The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates

Content Provider	Scilit
Author	Rogers, L. C. G.
Copyright Year	1997
Description	Journal: Mathematical Finance
Ending Page	176
Starting Page	157
ISSN	2573508X
e-ISSN	14679965
DOI	10.1111/1467-9965.00029
Journal	Mathematical Finance
Issue Number	2
Volume Number	7
Language	English
Publisher	Wiley-Blackwell
Publisher Date	1997-04-01
Access Restriction	Open
Subject Keyword	Journal: Mathematical Finance Interest Rates Foreign Exchange Term Structure Markov Process
Content Type	Text
Resource Type	Article
Subject	Finance Applied Mathematics Accounting Social Sciences Economics and Econometrics

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The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates