ESTIMATES OF THE SHORT-TERM RATE PROCESS IN AN ARBITRAGE-FREE FRAMEWORK (Q4653041)
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scientific article; zbMATH DE number 2139708
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| English | ESTIMATES OF THE SHORT-TERM RATE PROCESS IN AN ARBITRAGE-FREE FRAMEWORK |
scientific article; zbMATH DE number 2139708 |
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ESTIMATES OF THE SHORT-TERM RATE PROCESS IN AN ARBITRAGE-FREE FRAMEWORK (English)
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28 February 2005
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Interest rates
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volatility
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risk premium
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arbitrage
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forward rate
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0.8110337853431702
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0.8094599843025208
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0.767338216304779
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0.7623463869094849
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0.7544013857841492
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