GENERALIZATION OF THE DYBVIG–INGERSOLL–ROSS THEOREM AND ASYMPTOTIC MINIMALITY (Q4906545): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1111/j.1467-9965.2010.00459.x / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1565268753 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4404205 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Arbitrage Theory in Continuous Time / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5478316 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Long-Term Yield Rates for Actuarial Valuations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Theory of the Term Structure of Interest Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation / rank
 
Normal rank
Property / cites work
 
Property / cites work: A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing Interest-Rate-Derivative Securities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Martingale methods in financial modelling. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Can the implied volatility surface move by parallel shifts? / rank
 
Normal rank
Property / cites work
 
Property / cites work: An equilibrium characterization of the term structure / rank
 
Normal rank

Latest revision as of 05:12, 6 July 2024

scientific article; zbMATH DE number 6139597
Language Label Description Also known as
English
GENERALIZATION OF THE DYBVIG–INGERSOLL–ROSS THEOREM AND ASYMPTOTIC MINIMALITY
scientific article; zbMATH DE number 6139597

    Statements

    GENERALIZATION OF THE DYBVIG–INGERSOLL–ROSS THEOREM AND ASYMPTOTIC MINIMALITY (English)
    0 references
    0 references
    0 references
    28 February 2013
    0 references
    Dybvig-Ingersoll-Ross theorem
    0 references
    interest rate models
    0 references
    long-time forward rate
    0 references
    long-time zero-coupon rate
    0 references
    asymptotic monotonicity
    0 references
    asymptotic minimality
    0 references

    Identifiers