A general proof of the Dybvig-Ingersoll-Ross Theorem : long forward rates can never fall
Year of publication: |
2002
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Authors: | Hubalek, Friedrich ; Klein, Irene ; Teichmann, Josef |
Published in: |
Mathematical finance : an international journal of mathematics, statistics and financial theory. - Malden, Mass. [u.a] : Wiley-Blackwell, ISSN 0960-1627, ZDB-ID 1073194-5. - Vol. 12.2002, 4, p. 447-451
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Subject: | Zinsstruktur | Yield curve | Theorie | Theory |
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