A note on arbitrage in term structure

DOI10.1007/s10203-007-0075-7zbMath1142.91562OpenAlexW2046289372MaRDI QIDQ940999

Miklós Rásonyi

Publication date: 4 September 2008

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-007-0075-7

zbMATH Keywords

Gaussian random variablesarbitrageterm structureKakutani theoremlarge financial markets

Mathematics Subject Classification ID

Related Items (1)

LOWER AND UPPER BOUNDS OF MARTINGALE MEASURE DENSITIES IN CONTINUOUS TIME MARKETS

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• On equivalence of infinite product measures
• STOCHASTIC HYPERBOLIC DYNAMICS FOR INFINITE‐DIMENSIONAL FORWARD RATES AND OPTION PRICING
• Arbitrage Theory in Continuous Time

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