Title:

On Markovian Representations of the Term Structure, Working Paper 92-14

Diversity is critical to the Federal Reserve, and we are firmly committed to fostering a diverse and inclusive culture throughout the Federal Reserve System. Collections within FRASER contain historical language, content, and descriptions that reflect the time period within which they were created and the views of their creators. Certain collections contain objectionable content—for example, discriminatory or biased language used to refer to racial, ethnic, and cultural groups. These viewpoints and attitudes are inconsistent with our values, but the original descriptions are retained to ensure that they are not erased from the historical record.
Save & Share
less

Ritchken, Peter and Sankarasubramanian, L. "On Markovian Representations of the Term Structure, Working Paper 92-14," Working Paper (Federal Reserve Bank of Cleveland) (December 1992). https://fraser.stlouisfed.org/title/4494/item/494581, accessed on March 28, 2024.

More Information
less

Federal Reserve Bank of Cleveland

Cleveland

Federal Reserve Bank of Cleveland

In Copyright (InC)