Sequential arbitrage measurements and interest rate envelopes (Q1014010)
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scientific article; zbMATH DE number 5547268
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| English | Sequential arbitrage measurements and interest rate envelopes |
scientific article; zbMATH DE number 5547268 |
Statements
Sequential arbitrage measurements and interest rate envelopes (English)
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24 April 2009
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portfolio optimization
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sequential arbitrage measurements
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term structure of interest rates
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embedded option premiums
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0.7800076603889465
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0.7417401075363159
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0.7417099475860596
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0.7411983013153076
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