@article{econhot_econhot-cited-28f29b2ad903365e, title = {A YIELD‐FACTOR MODEL OF INTEREST RATES}, author = {Darrell Duffie and Rui Kan}, journal = {Mathematical Finance}, year = {1996}, volume = {6}, number = {4}, pages = {379-406}, doi = {10.1111/j.1467-9965.1996.tb00123.x}, url = {https://doi.org/10.1111/j.1467-9965.1996.tb00123.x} }