A note on arbitrage in term structure (Q940999): Difference between revisions

@@ Property / DOI @@
-.1007/s10203-007-0075-7
@@ Property / DOI: 10.1007/s10203-007-0075-7 / rank @@
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+W2046289372
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@@ Property / cites work @@
+STOCHASTIC HYPERBOLIC DYNAMICS FOR INFINITE‐DIMENSIONAL FORWARD RATES AND OPTION PRICING
+Normal rank
@@ Property / cites work @@
+Arbitrage Theory in Continuous Time
@@ Property / cites work: Arbitrage Theory in Continuous Time / rank @@
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+Equivalence and perpendicularity of Gaussian processes
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+Markovian term structure models in discrete time
@@ Property / cites work: Markovian term structure models in discrete time / rank @@
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+Limiting connection between discrete and continuous time forward interest rate curve models
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+Forward interest rate curves in discrete time settings driven by random fields
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+Q3849294
@@ Property / cites work: Q3849294 / rank @@
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+A simple approach to arbitrage pricing theory
@@ Property / cites work: A simple approach to arbitrage pricing theory / rank @@
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+Asymptotic arbitrage in large financial markets
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+Arbitrage pricing theory and risk-neutral measures
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+Q5657423
@@ Property / cites work: Q5657423 / rank @@
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@@ Property / DOI @@
+.1007/S10203-007-0075-7
@@ Property / DOI: 10.1007/S10203-007-0075-7 / rank @@
+Normal rank