Convex upper and lower bounds for present value functions (Q2739981): 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 / OpenAlex ID | |||
| Property / OpenAlex ID: W3125914417 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: An equilibrium characterization of the term structure / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q4301147 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Non-additive measure and integral / rank | |||
Normal rank | |||
Latest revision as of 18:57, 3 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convex upper and lower bounds for present value functions |
scientific article |
Statements
Convex upper and lower bounds for present value functions (English)
0 references
16 September 2001
0 references
discount process
0 references
present value
0 references
comonotonicity
0 references
convex order
0 references
Vasicek model
0 references
