A note on arbitrage in term structure
| Year of publication: |
2008
|
|---|---|
| Authors: | Rásonyi, Miklós |
| Published in: |
Decisions in Economics and Finance. - Springer, ISSN 1593-8883. - Vol. 31.2008, 1, p. 73-79
|
| Publisher: |
Springer |
| Subject: | Arbitrage | Term structure | Large financial markets | Kakutani theorem | Gaussian random variables |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005169552