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

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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/scribd/?item_id=494581&filepath=/files/docs/historical/frbclev/wp/frbclv_wp1992-14.pdf&start_page=1, accessed on September 19, 2017.

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Federal Reserve Bank of Cleveland

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Federal Reserve Bank of Cleveland

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