DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE (Q3084600): Difference between revisions

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+Interest Rate Dynamics and Consistent Forward Rate Curves
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+On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved
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+A Theory of the Term Structure of Interest Rates
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+Q4836332
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+Long-term returns in stochastic interest rate models: convergence in law
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+Multi-factor term structure models
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
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+Black's consol rate conjecture
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+Consistency problems for Heath-Jarrow-Morton interest rate models
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+Continuous Time Wishart Process for Stochastic Risk
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+Discrete time Wishart term structure models
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+Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support
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+Problems in certain two-factor term structure models
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+A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL
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+On Subadditive Functions
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+Maximum likelihood estimation in a class of nonregular cases
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+Econometric Estimation of Stochastic Differential Equation Systems
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+Term Structure Models: A Perspective from the Long Rate
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