A note on arbitrage in term structure
Year of publication: |
2008
|
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Authors: | Rásonyi, Miklós |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 31.2008, 1, p. 73-79
|
Subject: | Arbitrage Pricing | Arbitrage pricing | Zinsstruktur | Yield curve | Markov-Kette | Markov chain | Zufallsvariable | Random variable | Theorie | Theory |
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