ON THE DYBVIG‐INGERSOLL‐ROSS THEOREM (Q4919618)

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scientific article; zbMATH DE number 6163074
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English
ON THE DYBVIG‐INGERSOLL‐ROSS THEOREM
scientific article; zbMATH DE number 6163074

    Statements

    title
    ON THE DYBVIG‐INGERSOLL‐ROSS THEOREM (English)
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    author
    Constantinos Kardaras
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    Eckhard Platen
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    publication date
    14 May 2013
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    zbMATH DE Number
    6163074
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    zbMATH Keywords
    long maturities
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    forward rates
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    Dybvig-Ingersoll-Ross theorem
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    OpenAlex ID
    W2096829738
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    arXiv ID
    0901.2080
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