Sequential arbitrage measurements and interest rate envelopes (Q1014010)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential arbitrage measurements and interest rate envelopes |
scientific article |
Statements
Sequential arbitrage measurements and interest rate envelopes (English)
0 references
24 April 2009
0 references
portfolio optimization
0 references
sequential arbitrage measurements
0 references
term structure of interest rates
0 references
embedded option premiums
0 references
0 references
