DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE (Q3084600)
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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)
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25 March 2011
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arbitrage free
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interest rates
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affine term structure
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Brennan-Schwartz model
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regulation
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