ON THE DYBVIG‐INGERSOLL‐ROSS THEOREM (Q4919618): Difference between revisions

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+.2080
@@ Property / arXiv ID: 0901.2080 / rank @@
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+Interest rate models -- theory and practice. With smile, inflation and credit
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+Real-world jump-diffusion term structure models
@@ Property / cites work: Real-world jump-diffusion term structure models / rank @@
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@@ Property / cites work @@
+A general version of the fundamental theorem of asset pricing
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+Implied savings accounts are unique
@@ Property / cites work: Implied savings accounts are unique / rank @@
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+GENERALIZATION OF THE DYBVIG–INGERSOLL–ROSS THEOREM AND ASYMPTOTIC MINIMALITY
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+A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL
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+GENERALIZED SUPERMARTINGALE DEFLATORS UNDER LIMITED INFORMATION
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+An equilibrium characterization of the term structure
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+Term structure modeling and asymptotic long rate
@@ Property / cites work: Term structure modeling and asymptotic long rate / rank @@
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