A note on arbitrage in term structure
Miklós Rásonyi
| Year of publication: |
2008
|
|---|---|
| Authors: | Rásonyi, Miklós |
| Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 31.2008, 1, p. 73-79
|
| Subject: | Arbitrage Pricing | Arbitrage pricing | Zinsstruktur | Yield curve | Markov-Kette | Markov chain | Zufallsvariable | Random variable | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003771593