A note on arbitrage in term structure (Q940999)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A note on arbitrage in term structure |
scientific article |
Statements
A note on arbitrage in term structure (English)
0 references
4 September 2008
0 references
arbitrage
0 references
term structure
0 references
large financial markets
0 references
Kakutani theorem
0 references
Gaussian random variables
0 references
0 references
0 references