DOMAIN RESTRICTIONS ON INTEREST RATES IMPLIED BY NO ARBITRAGE
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Publication:3084600
DOI10.1111/j.1467-9965.2010.00429.xzbMath1214.91120OpenAlexW1794412261MaRDI QIDQ3084600
Christian Gouriéroux, Alain Monfort
Publication date: 25 March 2011
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9965.2010.00429.x
Financial applications of other theories (91G80) Interest rates, asset pricing, etc. (stochastic models) (91G30)
Related Items (1)
Cites Work
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