Linear duality, term structure, and valuation
Karl Frauendorfer and Ralf Gaese
| Year of publication: |
1998
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|---|---|
| Authors: | Frauendorfer, Karl |
| Other Persons: | Gaese, Ralf (contributor) |
| Published in: |
Selected papers of the Symposium on Operations Research (SOR'97) : Jena, September 3 - 5, 1997. - Berlin [u.a.] : Springer, ISBN 3-540-64240-4. - 1998, p. 13-18
|
| Subject: | Zinsstruktur | Yield curve | Arbitrage Pricing | Arbitrage pricing | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001323348