On the Dybvig-Ingersoll-Ross theorem
Year of publication: |
2012
|
---|---|
Authors: | Kardaras, Constantinos ; Platen, Eckhard |
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. 22.2012, 4, p. 729-740
|
Subject: | Arbitrage | Zero-Bond | Zero-coupon bond | USA | United States | Derivat | Derivative | Fälligkeit | Maturity | Theorie | Theory | Zinsstruktur | Yield curve |
-
Generalization of the Dybvig-Ingersoll-Ross theorem and asymptotic minimality
Goldammer, Verena, (2012)
-
Bayesian inference in a stochastic volatility Nelson-Siegel Model
Hautsch, Nikolaus, (2010)
-
Switiching VARMA term structure models
Monfort, Alain, (2007)
- More ...
-
On financial markets where only buy-and-hold trading is possible
Kardaras, Constantinos, (2008)
-
Minimizing the expected market time to reach a certain wealth level
Kardaras, Constantinos, (2008)
-
Multiplicative approximation of wealth processes involving no-short-sale strategies
Kardaras, Constantinos, (2008)
- More ...