Domain restrictions on interest rates implied by no arbitrage
Year of publication: |
2011
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Authors: | Gouriéroux, Christian ; Monfort, Alain |
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. 21.2011, 2, p. 281-291
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Subject: | Zinsstruktur | Yield curve | Zins | Interest rate | Arbitrage | Theorie | Theory |
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