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Phenomenology of the interest rate curve
Authors:
Jean-Philippe Bouchaud a;
Nicolas Sagna a;
Rama Cont a;
Nicole El-Karoui a;
Marc Potters a
| Affiliation: | a Service de Physique de  tat Condens Centre d'Etudes de Saclay 91191 Gif-sur-Yvette Cedex, France. |
DOI:
10.1080/135048699334546
Publication Frequency:
6 issues per year
Number of References: 23
Formats available:
PDF
(English)
