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

@@ Property / DOI @@
-.1111/j.1467-9965.2010.00429.x
@@ Property / DOI: 10.1111/j.1467-9965.2010.00429.x / rank @@
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@@ Property / author @@
+Alain Monfort
@@ Property / author: Alain Monfort / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1111/j.1467-9965.2010.00429.x
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+W1794412261
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@@ Property / cites work @@
+Interest Rate Dynamics and Consistent Forward Rate Curves
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@@ Property / cites work @@
+On the feasibility of arbitrage-based option pricing when stochastic bond price processes are involved
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
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@@ Property / cites work @@
+Q4836332
@@ Property / cites work: Q4836332 / rank @@
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@@ Property / cites work @@
+Long-term returns in stochastic interest rate models: convergence in law
+Normal rank
@@ Property / cites work @@
+Multi-factor term structure models
@@ Property / cites work: Multi-factor term structure models / rank @@
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@@ Property / cites work @@
+A YIELD‐FACTOR MODEL OF INTEREST RATES
@@ Property / cites work: A YIELD‐FACTOR MODEL OF INTEREST RATES / rank @@
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@@ Property / cites work @@
+Black's consol rate conjecture
@@ Property / cites work: Black's consol rate conjecture / rank @@
+Normal rank
@@ Property / cites work @@
+Consistency problems for Heath-Jarrow-Morton interest rate models
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@@ Property / cites work @@
+Continuous Time Wishart Process for Stochastic Risk
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@@ Property / cites work @@
+Discrete time Wishart term structure models
@@ Property / cites work: Discrete time Wishart term structure models / rank @@
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@@ Property / cites work @@
+Asymptotic Efficiency in Parametric Structural Models with Parameter-Dependent Support
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@@ Property / cites work @@
+Problems in certain two-factor term structure models
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@@ Property / cites work @@
+A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL
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@@ Property / cites work @@
+On Subadditive Functions
@@ Property / cites work: On Subadditive Functions / rank @@
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@@ Property / cites work @@
+Maximum likelihood estimation in a class of nonregular cases
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@@ Property / cites work @@
+Econometric Estimation of Stochastic Differential Equation Systems
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@@ Property / cites work @@
+Term Structure Models: A Perspective from the Long Rate
+Normal rank
@@ Property / DOI @@
+.1111/J.1467-9965.2010.00429.X
@@ Property / DOI: 10.1111/J.1467-9965.2010.00429.X / rank @@
+Normal rank