A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL (Q4419305): Difference between revisions
From MaRDI portal
Changed an Item |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Consols In the Cir Model / rank | |||
Normal rank | |||
Latest revision as of 08:29, 6 June 2024
scientific article; zbMATH DE number 1963362
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL |
scientific article; zbMATH DE number 1963362 |
Statements
A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL (English)
0 references
13 August 2003
0 references
Dybvig-Ingersoll-Ross theorem
0 references
long forward rates
0 references
interest rate models
0 references
\(L^p\)-inequality
0 references
