Collapse of Detail

DOI10.1142/S021902499800014XMaRDI QIDQ4216113zbMATH OpenFDO

Authors E. Pan

Publication date 28 December 1998

Published in International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S021902499800014X

zbMATH Keywords

bond prices

Mathematics Subject Classification ID

Recommendations

• An equilibrium characterization of the term structure
• Price-admissibility conditions for arbitrage-free linear price function models for the term structure of interest rates
• scientific article; zbMATH DE number 953313
• Taking positive interest rates seriously

Cites work

• A theory of the term structure of interest rates
• Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
• Characterizing Gaussian Models of the Term Structure of Interest Rates
• SOLUTION OF THE EXTENDED CIR TERM STRUCTURE AND BOND OPTION VALUATION
• The Potential Approach to the Term Structure of Interest Rates and Foreign Exchange Rates

Cited in

(3)

• Price-admissibility conditions for arbitrage-free linear price function models for the term structure of interest rates
• INCREASING SPOT RATES OF INTEREST: STRUCTURE OF THE PRICE OF A DEFAULT FREE DISCOUNT BOND
• Bond pricing when the short-term interest rate follows a threshold process

This page was built for publication: Collapse of Detail

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4216113)