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




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