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

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+https://doi.org/10.1111/j.1467-9965.2010.00459.x
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+W1565268753
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+Q4404205
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+Arbitrage Theory in Continuous Time
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+A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL
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+Can the implied volatility surface move by parallel shifts?
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+An equilibrium characterization of the term structure
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+Publication:4906545