New No-arbitrage Conditions and the Term Structure of Interest Rate Futures
| Year of publication: |
2006
|
|---|---|
| Authors: | Miltersen, Kristian ; Nielsen, J. ; Sandmann, Klaus |
| Published in: |
Annals of Finance. - Springer. - Vol. 2.2006, 3, p. 303-325
|
| Publisher: |
Springer |
| Subject: | No-arbitrage restrictions | Term structure of interest rates | Interest rate futures | Change of measure |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005701365