Brandt, M. W., & Yaron, A. (2003). Time-consistent no-arbitrage models of the term structure. National Bureau of Economic Research.
Chicago Style (17th ed.) CitationBrandt, Michael W., and Amir Yaron. Time-consistent No-arbitrage Models of the Term Structure. Cambridge, Mass: National Bureau of Economic Research, 2003.
MLA (9th ed.) CitationBrandt, Michael W., and Amir Yaron. Time-consistent No-arbitrage Models of the Term Structure. National Bureau of Economic Research, 2003.
Warning: These citations may not always be 100% accurate.