Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Step 1 of 3. This form allows you to add a new citation to our database.

Our data says that the document:

Robert L., Kimmel. (2004) Modeling the term structure of interest rates: A new approach.
In: Journal of Financial Economics. RePEc:eee:jfinec:v:72:y:2004:i:1:p:143-183.

Full description at Econpapers

cites:

Chen, L. Stochastic mean and stochastic volatility—a three-factor model of the term structure of interest rates and its application to the pricing of interest rate derivatives. 1996 Financial Markets, Institutions, and Instruments. 5 1-88

but, as far as we know, such cited document is not available on RePEc.

If you know this information is not correct, you may help us to improve our service giving us the handle of the cited document in the box below. In this way, we could add the citation to CitEc.

   

Handle for cited document:

Note that if you are the author of a cited document which it is not available on RePEc, you can submit a copy to the Munich Personal RePEc Archive (MPRA). Upload a paper now.