Looking for arbitrage or term structures in frictional markets
Zhongfei Li and Kai W. Ng
| Year of publication: |
2005
|
|---|---|
| Authors: | Li, Zhongfei ; Ng, Kai-Wang |
| Published in: |
Internet and network economics : first international workshop, WINE 2005, Hong Kong, China, December 15-17, 2005 ; proceedings. - Berlin : Springer, ISBN 3-540-30900-4. - 2005, p. 612-621
|
| Subject: | Arbitrage | Zinsstruktur | Yield curve | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003276794