Exploiting Arbitrage Opportunities Imbedded in the Litterman and Scheinkman Term Structure Model
Year of publication: |
[2009]
|
---|---|
Authors: | Reisman, Haim |
Other Persons: | Zohar, Gady (contributor) ; Regev, Nitzan (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (48 p) |
---|---|
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 2007 erstellt |
Other identifiers: | 10.2139/ssrn.1068224 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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