Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate

DOI10.1023/A:1009833908681MaRDI QIDQ2707035zbMATH OpenOpenAlexFDO

Authors Frank Riedel

Publication date 28 March 2001

Published in European Finance Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1009833908681

zbMATH Keywords

incomplete informationterm structure of interest rates

Mathematics Subject Classification ID

General equilibrium theory (91B50) Economic growth models (91B62)

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• Interest rate options valuation under incomplete information
• Incomplete information equilibria: separation theorems and other myths

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