TY - JOUR TI - A YIELD‐FACTOR MODEL OF INTEREST RATES AU - Darrell Duffie AU - Rui Kan JO - Mathematical Finance PY - 1996 VL - 6 IS - 4 DO - 10.1111/j.1467-9965.1996.tb00123.x UR - https://doi.org/10.1111/j.1467-9965.1996.tb00123.x ER -