A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL (Q4419305): Difference between revisions
From MaRDI portal
Created a new Item |
ReferenceBot (talk | contribs) Changed an Item |
||
(4 intermediate revisions by 4 users not shown) | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3121925680 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: math/0112230 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Consols In the Cir Model / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 09:29, 6 June 2024
scientific article; zbMATH DE number 1963362
Language | Label | Description | Also known as |
---|---|---|---|
English | A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL |
scientific article; zbMATH DE number 1963362 |
Statements
A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL (English)
0 references
13 August 2003
0 references
Dybvig-Ingersoll-Ross theorem
0 references
long forward rates
0 references
interest rate models
0 references
\(L^p\)-inequality
0 references