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

From MaRDI portal
ReferenceBot (talk | contribs)
Changed an Item
Import241208061232 (talk | contribs)
Normalize DOI.
 
Property / DOI
 
Property / DOI: 10.1111/j.1467-9965.2010.00429.x / rank
Normal rank
 
Property / DOI
 
Property / DOI: 10.1111/J.1467-9965.2010.00429.X / rank
 
Normal rank

Latest revision as of 15:30, 20 December 2024

scientific article
Language Label Description Also known as
English
DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE
scientific article

    Statements

    DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE (English)
    0 references
    0 references
    0 references
    25 March 2011
    0 references
    arbitrage free
    0 references
    interest rates
    0 references
    affine term structure
    0 references
    Brennan-Schwartz model
    0 references
    regulation
    0 references

    Identifiers